Advanced

The Dividend Effect - A Study of the OMXS30

Örn, Philip; Hall, Edvard and Andersson, Magnus (2010)
Department of Business Administration
Abstract
The purpose is to investigate whether there are differences in returns on stocks having a high or low dividend yield, respectively. The object of the study is the OMXS30 index and the time period spans from October 1986 to April 2010. If there is a statistically significant correlation, we intend to examine potential explanations for this. It is observed that the high-dividend yield strategy greatly outperforms the OMXS30. The conclusion is statistically significant at the 95 % level.
Please use this url to cite or link to this publication:
author
Örn, Philip; Hall, Edvard and Andersson, Magnus
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
Dividend yield, OMXS30, value investing, reweighted portfolios, Management of enterprises, Företagsledning, management
language
Swedish
id
1627607
date added to LUP
2010-06-04 00:00:00
date last changed
2012-04-02 18:23:58
@misc{1627607,
  abstract     = {The purpose is to investigate whether there are differences in returns on stocks having a high or low dividend yield, respectively. The object of the study is the OMXS30 index and the time period spans from October 1986 to April 2010. If there is a statistically significant correlation, we intend to examine potential explanations for this. It is observed that the high-dividend yield strategy greatly outperforms the OMXS30. The conclusion is statistically significant at the 95 % level.},
  author       = {Örn, Philip and Hall, Edvard and Andersson, Magnus},
  keyword      = {Dividend yield,OMXS30,value investing,reweighted portfolios,Management of enterprises,Företagsledning, management},
  language     = {swe},
  note         = {Student Paper},
  title        = {The Dividend Effect - A Study of the OMXS30},
  year         = {2010},
}