Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach

Although a considerable number of empirical studies have been conducted in developed markets to examine dividend signaling effects, very few comparable studies have been carried out in the Saudi market context. This study deeply investigates how the Saudi exchange market may have reacted to dividend...

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Main Authors: Layla Abaalkhail, Thomas McCluskey, David Power
Format: Article
Language:English
Published: Frontiers Media S.A. 2025-06-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2025.1574134/full
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author Layla Abaalkhail
Thomas McCluskey
David Power
author_facet Layla Abaalkhail
Thomas McCluskey
David Power
author_sort Layla Abaalkhail
collection DOAJ
description Although a considerable number of empirical studies have been conducted in developed markets to examine dividend signaling effects, very few comparable studies have been carried out in the Saudi market context. This study deeply investigates how the Saudi exchange market may have reacted to dividend news during an eight-year study period from a total sample of 280 dividend announcements made by 99 Saudi-listed companies. Results demonstrate that a company’s share price reacts to the announcement of a cash dividend during the event window. Besides, findings reveal a significant positive reaction in the share price at the time of the announcement of an increase in the dividend payment level. Furthermore, results demonstrate that the abnormal return is negative but not significantly different from zero at the time of the announcement of a decrease in the dividend payment level. Likewise, findings show that the shareholders earn just normal returns on the announcement day and that the abnormal return is not statistically different from zero for the dividend, not change group. The findings suggest potential information leakage before dividend announcements, raising concerns about insider trading. This highlights the need for stronger regulatory oversight and stricter disclosure enforcement. Companies should also use alternative communication channels to improve transparency and consider corporate social responsibility initiatives to signal their quality to investors.
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spelling doaj-art-c06ae380b49c41fa848db7b0aa6f2a672025-08-20T02:36:53ZengFrontiers Media S.A.Frontiers in Applied Mathematics and Statistics2297-46872025-06-011110.3389/fams.2025.15741341574134Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approachLayla Abaalkhail0Thomas McCluskey1David Power2Department of Accounting, College of Business Administration, Princess Nourah bint Abdulrahman University, Riyadh, Saudi ArabiaBusiness School, Dublin City University, Dublin, IrelandDepartment of Accountancy and Business Finance, School of Business, University of Dundee, Dundee, ScotlandAlthough a considerable number of empirical studies have been conducted in developed markets to examine dividend signaling effects, very few comparable studies have been carried out in the Saudi market context. This study deeply investigates how the Saudi exchange market may have reacted to dividend news during an eight-year study period from a total sample of 280 dividend announcements made by 99 Saudi-listed companies. Results demonstrate that a company’s share price reacts to the announcement of a cash dividend during the event window. Besides, findings reveal a significant positive reaction in the share price at the time of the announcement of an increase in the dividend payment level. Furthermore, results demonstrate that the abnormal return is negative but not significantly different from zero at the time of the announcement of a decrease in the dividend payment level. Likewise, findings show that the shareholders earn just normal returns on the announcement day and that the abnormal return is not statistically different from zero for the dividend, not change group. The findings suggest potential information leakage before dividend announcements, raising concerns about insider trading. This highlights the need for stronger regulatory oversight and stricter disclosure enforcement. Companies should also use alternative communication channels to improve transparency and consider corporate social responsibility initiatives to signal their quality to investors.https://www.frontiersin.org/articles/10.3389/fams.2025.1574134/fulldividend policyshare priceevent studySaudi stock exchangesignaling theoryinformation asymmetry
spellingShingle Layla Abaalkhail
Thomas McCluskey
David Power
Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
Frontiers in Applied Mathematics and Statistics
dividend policy
share price
event study
Saudi stock exchange
signaling theory
information asymmetry
title Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
title_full Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
title_fullStr Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
title_full_unstemmed Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
title_short Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach
title_sort dividend announcements and share price dynamics new evidence from saudi listed companies using event study approach
topic dividend policy
share price
event study
Saudi stock exchange
signaling theory
information asymmetry
url https://www.frontiersin.org/articles/10.3389/fams.2025.1574134/full
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AT davidpower dividendannouncementsandsharepricedynamicsnewevidencefromsaudilistedcompaniesusingeventstudyapproach