The Dividend Effect - A Study of the OMXS30
Författare
Summary, in English
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.
Avdelning/ar
Publiceringsår
2010
Språk
Svenska
Fulltext
Dokumenttyp
Examensarbete för kandidatexamen
Ämne
- Business and Economics
Nyckelord
- Dividend yield
- OMXS30
- value investing
- reweighted portfolios
- Management of enterprises
- Företagsledning, management
Handledare
- Tore Eriksson