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The Dividend Effect - A Study of the OMXS30

På svenska

Author

  • Philip Örn
  • Edvard Hall
  • Magnus Andersson

Summary, in English

The purpose is to investigate whether there are differences in returns on stocks having a high or low dividend yield, respectively. The object of the study is the OMXS30 index and the time period spans from October 1986 to April 2010. If there is a statistically significant correlation, we intend to examine potential explanations for this. It is observed that the high-dividend yield strategy greatly outperforms the OMXS30. The conclusion is statistically significant at the 95 % level.

Publishing year

2010

Language

Swedish

Document type

Student publication for Bachelor's degree

Topic

  • Business and Economics

Keywords

  • Dividend yield
  • OMXS30
  • value investing
  • reweighted portfolios
  • Management of enterprises
  • Företagsledning, management

Supervisor

  • Tore Eriksson