Efficient Signalling with Dividends and Investments.

A-Tier
Journal: Journal of Finance
Year: 1987
Volume: 42
Issue: 2
Pages: 321-43

Authors (3)

Ambarish, Ramasastry (not in RePEc) John, Kose (New York University (NYU)) Williams, Joseph (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

An efficient signaling equilibrium with dividends and investment, or equivalently, dividends and either sales or repurchases of stock, is constructed and its properties are identified. Because corporate insiders can exploit two signals, the efficient mix minimizes dissipative costs. In equilibrium, many firms both distribute dividends and deviate from first-best investment. Also, the impact of dividends on stock prices is positive. By contrast, the announcement effect of new stock is negative for firms with private information primarily about assets in place and positive for firms with inside information mainly about opportunities to invest. Copyright 1987 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:42:y:1987:i:2:p:321-43
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25