Information Effects of Dividends: Evidence from the Hong Kong Market

Louis T. W. Cheng; Hung-Gay Fung; Tak Yan Leung

doi:10.1007/s11156-006-0002-y

Information Effects of Dividends: Evidence from the Hong Kong Market

Louis T. W. Cheng
, Hung-Gay Fung
, Tak Yan Leung

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Review of Quantitative Finance and Accounting
Volume	28
DOIs	https://doi.org/10.1007/s11156-006-0002-y
State	Published - Dec 27 2006

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Economics
Finance

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title = "Information Effects of Dividends: Evidence from the Hong Kong Market",

author = "Cheng, \{Louis T. W.\} and Hung-Gay Fung and Leung, \{Tak Yan\}",

note = "The literature has suggested that earnings and earnings forecasts provide stronger signals than dividends about future performance of a firm. We test the information effects of simultaneous...",

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AU - Cheng, Louis T. W.

AU - Fung, Hung-Gay

AU - Leung, Tak Yan

N1 - The literature has suggested that earnings and earnings forecasts provide stronger signals than dividends about future performance of a firm. We test the information effects of simultaneous...

PY - 2006/12/27

Y1 - 2006/12/27

UR - https://rd.springer.com/content/pdf/10.1007%2Fs11156-006-0002-y.pdf

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DO - 10.1007/s11156-006-0002-y

M3 - Article

VL - 28

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

ER -

Information Effects of Dividends: Evidence from the Hong Kong Market

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