Abstract: An Exploration of Nondissipative Dividend-Signaling Structures

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1979
Volume: 14
Issue: 4
Pages: 667-668

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

What I have attempted to do in this paper and a companion paper [1] on dividend-signaling is to delineate two “polar cases” of signaling in which firms either can or cannot (at all) directly communicate the ex-post profitability of their business without moral hazard. In this paper, we assume that they can, and signaling through dividends or earnings forecasts “merely” serves to bring forward the timing of communication of insiders' expectation of profitability to the outside market. The model is “nondissipative” because the incentivestructure that leads to self-selection using the signal is based on market value revisions which are themselves based on the discrepancy between the signal and the ex-post indicator, not on any exogenous or “third party” costs, unlike the model in the companion paper [1].

Technical Details

RePEc Handle
repec:cup:jfinqa:v:14:y:1979:i:04:p:667-668_00
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24