XianyuanPy/Event-Study-on-Cash-Dividend-Declaration-

A study on the effect of dividend declaration on stock abnormal returns, using Apple Inc. as an example. Based on market model, CAPM model, market adjusted excess return and mean adjusted excess return, the study selects the announcement date of Apple's dividend plunge as the event date and tests if its abnormal return and cumulative abnormal return change significantly before and after the event day.

Jupyter Notebook