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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.
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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}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{The Dividend Effect - A Study of the OMXS30}},
  year         = {{2010}},
}