Increase in Dividends and Stock Price Relationship: Examining CFA® Level 1 Perspectives

Investor Behavior and Signaling Effects: Understanding Dividend-Stock Price Correlation

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Question

It has been observed in the market that most of the increases in dividends are followed by an increase in the stock price and vice-versa. This implies that:

I. at least one of the M&M assumptions must be false.

II. there must be signaling effects involved.

III. investors are behaving irrationally.

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Explanations

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A. B. C. D. E. F.

F

If all of the M&M assumptions held, a change in dividend policy would not cause the stock price to change; dividend policy would be irrelevant. However, one does not necessarily need signaling effects to account for market behavior. Other theories like the Bird-in-the-Hand theories can also explain the phenomenon in the presence of transaction costs. In itself, then, the phenomenon does not imply that the market is behaving irrationally.