Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era

B-Tier
Journal: Journal of Corporate Finance
Year: 2015
Volume: 31
Issue: C
Pages: 152-170

Authors (4)

Amin, Abu S. (not in RePEc) Dutta, Shantanu (not in RePEc) Saadi, Samir Vora, Premal P. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine the role of institutional investors' investment horizon on the information content associated with dividend announcement surprises in the “dividend-reappearance era”. We find that the presence of institutional investors negatively affects the announcement period cumulative abnormal return (CAR), which suggests that institutional investors reduce information content of dividend announcements. This result is primarily driven by the fact that institutional investors, especially the not-short-horizon investors, do not prefer dividend surprises – which leads to lower announcement period CAR. We do not find support for institutional investors' informed trading argument. Our study reveals that in order to understand the dynamics between institutional ownership and information content of dividend announcements, it is important to differentiate the institutional investors' investment horizons.

Technical Details

RePEc Handle
repec:eee:corfin:v:31:y:2015:i:c:p:152-170
Journal Field
Finance
Author Count
4
Added to Database
2026-01-29