Peer effect on dividends and return comovement
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DOI: 10.1016/j.najef.2023.101942
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More about this item
Keywords
Peer effect; Dividend policy; Initiation; Return comovement; Category investing;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
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