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The Impact of Dividend Declaration Timing on Stock Returns: Evidence From Announcement Date and Ex-Dividend Date Events
Abstract
This study will examine the influence of dividend declaration timing on stock returns, focusing on two critical events: the announcement date and the ex-dividend date. Numerous studies will analyze the effect of dividend announcements on the share prices of various companies to determine their impact on share prices. This study will analyze 25 companies selected from 15 sectors of the Nifty 50 index over five years (2020-2024). The event study methodology will be used in this study. Abnormal Return, Average Abnormal Return, Cumulative Average Abnormal Return, and t-statistics of CAAR will be calculated. A paired t-test will be conducted to measure the impact of a dividend announcement on the share price before and after the announcement period. For that 21-day period, i.e., 10 days before the dividend announcement date/ex-dividend date to 10 days after the announcement date and event date (announcement/ex-dividend date), the event window will be taken from the year 2020 to 2024.
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