The Dividend Effect - A Study of the OMXS30
(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:
http://lup.lub.lu.se/student-papers/record/1627607
- author
- Örn, Philip ; Hall, Edvard and Andersson, Magnus
- supervisor
- organization
- year
- 2010
- 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}}, }