Announcement effect of earnings surprises & dividend surprise on abnormal returns in the Singapore stock market.

This report uses regression and time-event studies to analyse the effect of companies' announcements of earnings surprise on their stock prices. 81 Singapore Stock Exchange companies were used in this study.

Bibliographic Details
Main Authors: Tan, Jane., Tan, Mui Hong.
Other Authors: Chong, Beng Soon
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11083
Description
Summary:This report uses regression and time-event studies to analyse the effect of companies' announcements of earnings surprise on their stock prices. 81 Singapore Stock Exchange companies were used in this study.