Relevant bibliographies by topics / Abnormal returns

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Abnormal returns'

Author: Grafiati
Published: 4 June 2021
Last updated: 26 July 2025

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Journal articles on the topic "Abnormal returns"

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Salar, Hussain, Khoso Imam-ud-Din, and Qureshi Fiza. "Impact of mergers and acquisitions on shareholders' wealth: a study of Telecom sector of Pakistan." Indian Journal of Science and Technology 13, no. 21 (2020): 2104–10. https://doi.org/10.17485/IJST/v13i21.615.

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Abstract <strong>Objectives:</strong>&nbsp;This study aims to investigate the impact of mergers and acquisitions related events on the shareholders' wealth in Telecom sector of Pakistan. Statistical analysis: Event study methodology has been used to achieve this objective, in which, the short term and long term performance of firms are measured. For short term performance, Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR) are measured while to determine long term performance, Buy-and-Hold Abnormal Returns (BHAR) are measured.&nbsp;<strong>Findings:</strong>&nbsp;The results revealed
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Medeiros, Otavio Ribeiro de, and Alberto Shigueru Matsumoto. "Brazilian market reaction to equity issue announcements." Revista de Administração Contemporânea 9, spe2 (2005): 36–46. http://dx.doi.org/10.1590/s1415-65552005000600004.

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We have carried out an event study to investigate stock returns associated with the announcement of equity issues by Brazilian firms between 1992 and 2003 in order to determine market reaction before, during, and after the issue announcement. After measuring abnormal returns by OLS, we used ARCH and GARCH models over 70% of the sample. Our results are remarkably consistent with most of the international empirical literature. Some previous empirical findings have turned up abnormal returns before the announcement date, interpreted as signs of insider information. This evidence also appears in o
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Violetta, Vinny, and Jenjang Sri Lestari. "PENGARUH KONSERVATISME AKUNTANSI TERHADAP ABNORMAL RETURN SAHAM PADA SAAT PENGUMUMAN SEASONED EQUITY OFFERINGS." MODUS 27, no. 1 (2016): 77. http://dx.doi.org/10.24002/modus.v27i1.570.

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This study aims to determine the efect of conservatism against abnormal stock returns during the announcement of Seasoned Equity Oferings (SEO) companies listed on the Stock Exchange. Tis study was conducted to see the efect of accounting conservatism towards abnormal return during the announcement of SEO. Tis study also uses the control variables of size and leverage. The sample in this company using the 39 companies listed on the Stock Exchange and ofering additional shares during 2011-2013. Results from the study showed that conservatism has a signifcant positive efect on abnormal stock ret
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Miftahur, Rahman, Roqib Moh., Khotimah Khusnul, Misbah M., and Chasanah Uswatun. "Analysis of the Impact of the Merger on Trading Volume, Return and Abnormal Return of BSI Shares." International Journal of Social Science and Human Research 07, no. 10 (2024): 7924–29. https://doi.org/10.5281/zenodo.13999996.

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This study discusses in trading volume, return and abnormal return of Bank Syariah Indonesia (BSI) stocks before and after merger. The purpose of this study was to determine the results of the analysis of differences in trading volume, stock return and abnormal returns before and after the merger of Bank Syariah Indonesia (BSI). The variables used are trading volume activity (TVA), stock returns and abnormal returns. The sample in this study was 10 days before and 10 days after the merger of PT Bank Syariah Indonesia Tbk. As for the sampling technique using Purposive Sampling. The results of t
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Permana, Sidiq Jati. "ANALISIS FAKTOR-FAKTOR YANG MEMENGARUHI ABNORMAL RETURN SAHAM PADA PERUSAHAAN PERBANKAN DAN ASURANSI YANG TERDAFTAR DI BURSA EFEK INDONESIA." BISMA 11, no. 1 (2017): 12. http://dx.doi.org/10.19184/bisma.v11i1.6205.

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Abstract: This research aims to analyzes the effect of profitability (NPM and ROE) and leverage (DER and DR) partially to stock abnormal returns at the Banking and Insurance Companies Listed Indonesia Stock Exchange, also to analyze the different effect of profitability (NPM and ROE) and leverage (DER and DR) on stock abnormal returns at the Banking and Insurance Companies Listed Indonesia Stock Exchange. Data used in this research are secondary data collected from ICMD and Annual Report of Companies in Indonesia Stock Exchange at 2010 – 2014, and www.yahoofinance.com. The populations in this
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Högholm, Kenneth, and Johan Knif. "Short Term Announcement Returns to the Bidder**." Journal of Corporate Governance, Insurance, and Risk Management 3, no. 2 (2016): 17–45. http://dx.doi.org/10.56578/jcgirm030202.

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In this paper we investigate the short term abnormal return to the bidding firm’s shareholders in takeover transactions in Finland during the time period from January 2000 to December 2013. Specific features of the market for corporate acquisitions in Finland are that almost all of the transactions are friendly acquisitions and usually aim for 100 % of the target company. We estimate the abnormal return around 314 individual takeover announcements and investigate determinants of the abnormal returns. Our results show that the takeover announcement on average yields a positive abnormal return t
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Suryani, Ani Wilujeng, and Karina Dian Pertiwi. "Lombok’s Tsunami and Stock Abnormal Returns." Accounting Analysis Journal 10, no. 1 (2021): 1–8. http://dx.doi.org/10.15294/aaj.v10i1.42584.

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Natural disaster often brings damage to the economy, including the decrease of stock’s market value. For this reason, this study aims to determine the effect of the tsunami earthquakes in Lombok in 2018 on abnormal returns and cumulative abnormal returns of insurance companies. This study used the event study approach, with three days window period after the three tsunami earthquakes from July to August 2018. The sample of this study is the stock price of 14 insurance companies listed on the Indonesia Stock Exchange. To test whether abnormal return exists, a one-sample t-test was used on the a
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Bowers, Helen M., and Donald Fehrs. "Dividend Buying: Linking Dividend Announcements and Ex-Dividend Day Effects." Journal of Accounting, Auditing & Finance 10, no. 3 (1995): 421–35. http://dx.doi.org/10.1177/0148558x9501000301.

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We provide a plausible explanation for earlier findings that positive abnormal stock returns associated with dividend announcements persist for several days and that abnormal volume and stock returns commence several days before a stock's ex-dividend day. This study links these two sets of findings to the short-term investment strategy of dividend buying by relating the abnormal returns and trading volume to individual stock characteristics favored by dividend buyers, namely the stock's return variance and dividend yield. We conclude that dividend buying is at least partially responsible for t
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Damayanti, Alvina, Rosida Dwi Ayuningtyas, and Sri Retnoningsih. "ANALISIS PERBANDINGAN ABNORMAL RETURN SAHAM SEBELUM DAN SESUDAH STOCK SPLIT." JAKA (Jurnal Akuntansi, Keuangan, dan Auditing) 4, no. 1 (2023): 316–22. http://dx.doi.org/10.56696/jaka.v4i1.8379.

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Thisstudy aims to analyze whether there is a significant abnormal return before and after the stock split and the difference in abnormal returns before and after the stock split. The analysis method used in this study is the Wilcoxon Signed Ranked Test test method. The population in this study is all companies listed on the Indonesia Stock Exchange for the 2018-2020 period. The samples used in this study were 17 companies. The Wilcoxon Signed Ranked Test on the significance of abnormal returns found that there was no abnormal significance of returns before and after stock split with significan
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Sanematsu, Flávio C., and Ricardo P. C. Leal. "Agency conflicts in Brazilian stock funds: Categorizing funds in clientele and fee types." Corporate Ownership and Control 13, no. 4 (2016): 458–69. http://dx.doi.org/10.22495/cocv13i4c3p5.

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This article investigates the behavior of equity mutual funds at calendar semester ends in Brazil between 2004 and 2013. Results suggest that the sampled funds present positive abnormal returns on the last trading day of calendar semesters, followed by negative abnormal returns on the subsequent day. Funds oriented to retail investors and those that charge incentive fees are more likely to display this abnormal return behavior. Exclusive funds present the smallest incidence of abnormal returns. There seems to be evidence of portfolio pumping
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Dissertations / Theses on the topic "Abnormal returns"

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Algerstam, Kristoffer, and Nils Charbonnel. "Share repurchases and abnormal returns." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-419666.

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In this paper we examine abnormal returns during active repurchasing programs and if the intensity of repurchasing programs impacts the returns. Through the Jensen’s Alpha approach our findings show us that positive abnormal returns are experienced by repurchasing firms under our study period that ranges from 2010 to 2019. The results show us that during active repurchasing programs companies have showed positive average annual abnormal returns ranging from 1,8% to 6%. We also find that the intensity of share repurchases does not have a statistically significant effect on the given abnormal re
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White, Mark Voss. "Abnormal returns on asset exchanges." Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/186098.

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Asset exchanges, such as mergers and acquisitions, typically give rise to abnormal returns. This dissertation tests a fads hypothesis for abnormal returns on initial public offerings, an asset exchange in which traders exchange cash for issuers' new shares. Initial public offerings, or IPOs, exhibit positive abnormal returns on the date of the exchange when trading prices, on average, rise above offering prices. IPOs also exhibit negative abnormal returns after the exchange as trading prices, on average, fall relative to those on comparable-risk assets. In the fads hypothesis, IPOs occur when
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Beslija, Hasan, and Carl Åkesson. "Kungörandet av företagsförvärv, vad händer sedan? : En undersökning på hur bolagens storlek och förvärvsform påverkar abnormal avkastning på kort sikt i samband med kungörandet av ett företagsförvärv för bolag noterade på Stockholmsbörsen." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-177628.

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Abstract Title: Announcing an acquisition, what happens next? Authors: Carl Åkesson and Hasan Beslija Supervisor: Katarina Eriksson Background: Sweden is the Nordic region's largest market for M&amp;A. Despite this, there is a limited research base for how acquisitions affect abnormal returns on the Swedish stock market. There is no consensus among previous studies on how the bidding firms are affected in the short run by acquisitions or how the abnormal return is affected by firm size and form of acquisition. Purpose: The purpose of the study is to investigate whether there is an abnormal ret
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Dokania, Ritika. "Returns around Earnings Announcements for Companies with Seasonality in Earnings." Thesis, Virginia Tech, 2018. http://hdl.handle.net/10919/83845.

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This thesis examines returns around earnings announcements for companies with seasonality in earnings. Earnrank is used as a measure of seasonality where earnrank for a company is calculated quarterly by taking last five years of earnings data, ranking them and taking the average of the ranks for the respective quarter. For seasonal firms, we find robust evidence that abnormal returns are created when such firms announce their earnings for the highest seasonality quarter as measured by their earnrank. Additionally, the results were consistent for different time periods and abnormal returns wer
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Stålstedt, Erik, and Jens Eriksson. "Mergers & Acquisitions : Abnormal returns in the pharmaceutical industry." Thesis, Jönköping University, JIBS, Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-391.

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<p>Denna uppsats är skriven inom området finansiering och behandlar fenomenet uppköp och företagsförvärv inom läkemedelsbranschen. I uppsatsen undersöker man läkemedelsbranschen och några nyckelaffärer utförda under de senaste fem åren. Syftet är att se om hypotesen om att det inte sker någon onormal överavkastning efter ett företagsförvärv eller sammanslagning till det köpande företaget gäller inom industrin.</p><p>Modellen som används är ”the Arbitrage Pricing Model”, innehållande variablerna S&P 500, ^DRG, USA’s inflation och volymen av omsatta aktier på New York-börsen. Denna används för a
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Palmquist, Samuel. "Abnormal returns in the renewable energy and cleantech sector." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-228931.

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The purpose of this thesis is to further examine the market dynamics of M&amp;As in the cleantech and renewable energy industry. This study analyzes the abnormal returns of 273 announced and 54 completed buyout acquisitions that took place between 1997 and 2014. The event study method is used to test if cleantech deals experience higher returns than traditional energy and mining deals, if deal completions display similar effects as deal announcements (which is the unique contribution of this thesis) and if homogenous deals experience higher abnormal returns than heterogeneous deals. The outcom
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Amaro, João Tiago Mira Duarte. "Fearful asymmetry: an analysis of pre-earnings abnormal returns." Master's thesis, NSBE - UNL, 2010. http://hdl.handle.net/10362/9906.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>In this paper we study the returns on a set of different strategies, which are based on the sign and magnitude of the pre-earnings announcement return for a group of US stocks and for some international markets which provides an additional measure of robustness. We also propose a new methodology for the evaluation of abnormal returns. Evidence is found that stocks with negative abnormal returns on the days prior to the earnings announcement
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MIRAGAYA, FLAVIA CRISTINA S. DA C. "THE EFFECT OF ABNORMAL RETURNS ON INVESTORS SEARCH FOR INFORMATION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2017. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33906@1.

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Neste trabalho, estudo o comportamento dos arbitradores ao se depararem com variações nos níveis de preços das ações, mais especificamente, analisando a forma como eles buscam informações sobre esses ativos. Para isso, testo e confirmo a hipótese de que os retornos anormais das ações levam os investidores a buscarem ativamente mais informações sobre essas empresas, usando dados de volume de buscas no Google. Adicionalmente, analiso de forma separada o impacto de retornos anormais negativos e de retornos anormais positivos sobre o volume de buscas do Google, chegando à conclusão de que os retor
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Thomas, Patrick. "Financing Method and Abnormal Returns in Corporate Mergers and Acquisitions." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2211.

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This study analyzes the impact of merger and acquisition financing method on buyer cumulative abnormal returns. The model builds on findings in previous literature by including deal structure variables, company variables, industry variables, time variables, and post-acquisition announcement return data from 2000 to 2018. The analysis does not find a statistically significant relationship between cash plus debt/stock financing and cumulative abnormal returns. However, significant coefficients for buyer and target industry suggest that deal structure varies and ultimately effects cumulative abno
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Huang, Yan. "Long-term abnormal stock performance : UK evidence." Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3657.

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One of the most controversial issues for long-term stock performance is whether the presence of anomalies is against the efficient market hypothesis. The methodologies to measure abnormal returns applied in the long-run event studies are questioned for their reliability and specification. This thesis compares three major methodologies via a simulation process based on the UK stock market over a period of 1982 to 2008 with investment horizons of one, three and five years. Specifically, the methodologies that are compared are the event-time methods based on models (Chapter 3), the event-time met
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Books on the topic "Abnormal returns"

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Powell, Ronan G. Abnormal returns from portfolios of predicted take-over targets. Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast, 1996.

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Wills, Gráinne. Do stockbroker recommendations lead to 'informed' investors making abnormal returns? University College Dublin, 1995.

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Coutts, J. Andrew. Event study methodology: Cumulative abnormal returns and the summation of random causes. Sheffield University, School of Management, 1994.

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Gardiner, M. A study of abnormal returns to UK target company shareholders around merger announcements. University College Dublin, 1995.

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Ayling, D. E. Abnormal returns of U.K. financial institutions 1979-87: Empirical tests for some CAPM anomolies. [s.n.], 1988.

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Ayling, D. E. Abnormal returns of UK financial institutions 1979-87: Empirical tests for some CAPM anomalies. University College of North Wales, 1989.

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Kananlua, Paulus Sulluk. Laporan penelitian analisis pengaruh faktor fundamental terhadap abnormal return pada perusahaan yang terdaftar di Bursa Efek Jakarta. Fakultas Ekonomi, Universitas Bengkulu, 2004.

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Marsono. Pengaruh laba akuntansi dan arus kas operasi terhadap tingkat keuntungan tidak normal (abnormal return) saham emiten di Bursa Efek Jakarta: Laporan kegiatan. Universitas Diponegoro, 2005.

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Pizelo, Tony. Investing in quality high yield portfolios for abnormal returns. 1993.

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Abnormal returns: Winning strategies from the frontlines of the investment blogosphere. McGraw-Hill, 2012.

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Book chapters on the topic "Abnormal returns"

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Tsai, Yung-Shun, Shyh-Weir Tzang, and Chun-Ping Chang. "Information Asymmetry, Market Liquidity and Abnormal Returns." In Innovative Mobile and Internet Services in Ubiquitous Computing. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-50399-4_50.

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Jeng, Jau-Lian. "Cumulative Abnormal Returns or Structural Change Tests?" In Analyzing Event Statistics in Corporate Finance. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137491602_3.

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Floropoulos, Iordanis N., Christos I. Negakis, and Dimitrios V. Kousenidis. "Recent Developments in Modelling Abnormal Stock Returns: A Review Essay." In New Operational Approaches for Financial Modelling. Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-59270-6_6.

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Tsaia, Yung-Shun, Shyh-Weir Tzang, Chun-Ping Chang, and Ruei-Tsz Chuang. "The Impact of Investor Sentiment on Abnormal Returns and Abnormal Volumes - The Study of ESG Event." In Innovative Mobile and Internet Services in Ubiquitous Computing. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-64766-6_40.

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Rani, Neelam, Surendra Singh Yadav, and Pramod Kumar Jain. "Impact of Corporate Governance Score on Abnormal Returns and Financial Performance." In India Studies in Business and Economics. Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-2203-6_7.

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Min Shirley, Liu. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns." In Encyclopedia of Finance. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-91231-4_106.

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Andoh-Baidoo, Francis Kofi, Kwasi Amoako-Gyampah, and Kweku-Muata Osei-Bryson. "Application of a Hybrid Induction-Based Approach for Exploring Cumulative Abnormal Returns." In Advances in Research Methods for Information Systems Research. Springer US, 2013. http://dx.doi.org/10.1007/978-1-4614-9463-8_5.

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Anghel, Andrei, Dallina Dumitrescu, and Cristiana Tudor. "Using Past Prices and Earnings to Derive Abnormal Returns over a Stock Index." In Entrepreneurship, Business and Economics - Vol. 2. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27573-4_40.

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Rani, Neelam, Surendra S. Yadav, and P. K. Jain. "Innovative Mode of Financing and Abnormal Returns to Shareholders of Indian Acquiring Firms." In Flexible Systems Management. Springer India, 2014. http://dx.doi.org/10.1007/978-81-322-2151-7_22.

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Hájek, Petr, and Jana Boháčová. "Predicting Abnormal Bank Stock Returns Using Textual Analysis of Annual Reports – a Neural Network Approach." In Engineering Applications of Neural Networks. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-44188-7_5.

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Conference papers on the topic "Abnormal returns"

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Mandavalli, Satish. "Factor-based Trading Strategy for Index Rebalancing: Predicting Abnormal Returns using Logistic Classification." In 2025 Third International Conference on Augmented Intelligence and Sustainable Systems (ICAISS). IEEE, 2025. https://doi.org/10.1109/icaiss61471.2025.11041962.

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Almajnouni, Abdulmohsen, Arif Jaffer, and Joe Bates. "Novel Software to Predict Corrosion and Scaling Tendencies in Industrial Boilers." In CORROSION 2005. NACE International, 2005. https://doi.org/10.5006/c2005-05072.

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Abstract Corrosion and Scaling are the major waterside problems in industrial boilers. Calcium, magnesium, iron, copper and silica predominate in most boiler deposits. These deposits usually form a dense layer that impedes heat transfer and cause costly boiler tube failures. Most corrosion products that deposit in the boiler originate in the pre-boiler systems. The majority of corrosion products consist of colloidal and particulate metals and their oxides. The compounds are swept into the boiler and deposit on boiler tube surfaces. A major factor contributing to this problem is increased retur
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Arianto, Amin, and Aria Farah Mita. "Influence of Nonfinancial Information on Abnormal Returns." In Proceedings of the Asia Pacific Business and Economics Conference (APBEC 2018). Atlantis Press, 2019. http://dx.doi.org/10.2991/apbec-18.2019.6.

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Siang, Lee Kwee. "Firm Characteristics And Abnormal Returns During Share Repurchases." In 13th Asian Academy of Management International Conference 2019. European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.10.5.

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Caroline Rodrigues, Aline, Julyerme Matheus Tonin, and Leonardo Bornacki de Mattos. "Abnormal returns in the Brazilian live cattle market." In 61º Congresso da SOBER. Even3, 2023. http://dx.doi.org/10.29327/sober2023.626337.

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Heniwati, Elok. "GARCH Effect and Abnormal Returns during COVID-19 Pandemic." In Proceedings of the First International Conference of Economics, Business & Entrepreneurship, ICEBE 2020, 1st October 2020, Tangerang, Indonesia. EAI, 2021. http://dx.doi.org/10.4108/eai.1-10-2020.2305564.

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Tomić, Nenad, Aleksandra Vasić, and Violeta Todorović. "USING EVENT STUDY ANALYSIS TO DETERMINE THE INFLUENCE OF DONALD TRUMP’S ELECTION RESULTS ON FINANCIAL SECTOR." In Eighth International Scientific Conference Contemporary Issues in Economics, Business and Management [EBM 2024]. Faculty of Economics, Kragujevac, 2025. https://doi.org/10.46793/ebm24.385t.

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The event study methodology was applied in this paper in order to determine the effects of the results of the presidential elections in the United States of America on financial sector companies. The analysis focused on three election cycles in which Donald Trump participated as the candidate of the Republican Party. The goal was to determine whether the election results led to the creation of an abnormal return and, if so, what was its sign. The assumption is that the sign of the abnormal return will depend on the outcome of the election, because in general the Republican Party is perceived a
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Lu, Qingchun, and Kai Qian. "Abnormal Returns of Stock Dividend: Evidence from China's Securities Market." In 2013 International Conference on Information Technology and Applications (ITA). IEEE, 2013. http://dx.doi.org/10.1109/ita.2013.39.

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Prasetyo, Aries Heru. "Abnormal Returns in Corporate Action: The case of Indonesia and Taiwan." In 3rd Asia Pacific Management Research Conference (APMRC 2019). Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200812.005.

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Coen, Alain, and Aurelie Desfleurs. "Financial Analysts’ Forecasts, Uncertainty and Abnormal Returns: Evidence from «Green» REITs." In 25th Annual European Real Estate Society Conference. European Real Estate Society, 2018. http://dx.doi.org/10.15396/eres2018_272.

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Reports on the topic "Abnormal returns"

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Crosignani, Matteo, Lina Han, Marco Macchiavelli, and André F. Silva. Geopolitical Risk and Decoupling: Evidence from U.S. Export Controls. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1096.

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Amid the current U.S.-China technological race, the U.S. has imposed export controls to deny China access to strategic technologies. We document that these measures prompted a broad-based decoupling of U.S. and Chinese supply chains. Once their Chinese customers are subject to export controls, U.S. suppliers are more likely to terminate relations with Chinese customers, including those not targeted by export controls. However, we find no evidence of reshoring or friend-shoring. As a result of these disruptions, affected suppliers have negative abnormal stock returns, wiping out $130 billion in
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Cáceres, Esther, and Matías Lamas. Dividend Restrictions and Search for Income. Banco de España, 2023. http://dx.doi.org/10.53479/34644.

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We measure the reaction of search for income in mutual funds to supervisory-induced dividend restrictions on euro area banks during the COVID-19 pandemic, which operated as an exogenous shock to payouts in this sector. Using granular data on euro area-based mutual funds’ holdings, we show that demand for dividends motivated portfolio decisions in this period and that these decisions had implications for stock returns. Specifically, we document that there were more sales of bank stocks by income-oriented funds after payout restrictions were set in place. These funds were however less inclined t
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Ducret, Romain, Nicolas Eugster, and Dušan Isakov. The behavior of stock prices around the ex-day during a dividend shortage. Cantonal and University Library Fribourg, 2025. https://doi.org/10.51363/unifr.ewp.2m7jvp.

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This paper investigates the behavior of stock prices around ex-dividend dates in Europe over the period 2018-2022. In the early months of the COVID-19 pandemic in 2020, a significant fraction of firms cut, suspended, or reduced their dividend payments, leading to a shortage. Using a comprehensive sample of 14,844 dividend payments from 17 countries, we find that the magnitude of abnormal returns around the ex-dividend date is significantly larger during this period compared to normal times as dividend-seeking investors searched for the remaining payers. This pattern is amplified for high-yield
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4

Acharya, Viral V., Nicola Cetorelli, and Bruce Tuckman. Where Do Banks End and NBFIs Begin? Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1119.

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In recent years, assets of nonbank financial intermediaries (NBFIs) have grown significantly relative to those of banks. These two sectors are commonly viewed either as operating in parallel, performing different activities, or as substitutes, performing substantially similar activities, with banks inside and NBFIs outside the perimeter of banking regulation. We argue instead that NBFI and bank businesses and risks are so interwoven that they are better described as having transformed over time, rather than as having migrated from banks to NBFIs. These transformations are at least in part a re
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