Market reaction to dividend and stock buyback announcements

Published: 27 April 2026| Version 1 | DOI: 10.17632/jtx4yyvw74.1
Contributor:
Anastasia Monogarova

Description

1. Dates of dividend and buyback announcement for companies listed above 3. Log-returns of stocks listed above (-200 before the event dates and 15 days after) 4. Log-returns of MOEX index (-200 before the event dates and 15 days after) 5. Analyses results

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Institutions

  • Moskovskij gosudarstvennyj universitet imeni M V Lomonosova Ekonomiceskij fakul'tet
    Moskva, Moskva

Categories

Event Study, International Financial Reporting Standards, Dividend Policy, Stock Market Valuation, Stock Price

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