The Dividend Substitution Hypothesis: Australian Evidence.

In a perfect capital market firms are indifferent to either dividends or repurchases as payout mechanisms, suggesting that the two payout methods should be perfect substitutes. Empirical research at the single country level, as well as cross country studies, provide evidence that dividends and repur...

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Publicado en:Abacus Vol. 51; no. 1; pp. 37 - 63
Autores principales: Brown, Christine, Handley, John, O'Day, James
Formato: Artículo
Publicado: Wiley-Blackwell Mar2015
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Acceso en línea:Ver este registro en EBSCOhost
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        atl: The Dividend Substitution Hypothesis: Australian Evidence.
      aug:
        au:
          Brown, Christine
          Handley, John
          O'Day, James
        affil:
          Department of Banking and Finance, Monash Business School, Monash University, Victoria
          Department of Finance, University of Melbourne, Victoria
      su:
        Stock repurchasing
        Capital market
        Dividends
        Capital gains
        Tax credits
        Financial aid
      sug:
        subj:
          Stock repurchasing
          Capital market
          Dividends
          Capital gains
          Tax credits
          Financial aid
      keyword:
        Buyback
        Dividend imputation
        Equal access
        Franking
        Off‐market
        Off-market
        On‐market
        On-market
        Payout
        Repurchase
      ab: In a perfect capital market firms are indifferent to either dividends or repurchases as payout mechanisms, suggesting that the two payout methods should be perfect substitutes. Empirical research at the single country level, as well as cross country studies, provide evidence that dividends and repurchases act as substitutes (the dividend substitution hypothesis), and that the tax treatment of dividends versus capital gains affects this relation. Australia, which operates under a full dividend imputation system, has two types of repurchases: on- and off-market. On-market repurchases are taxed as capital gains while off-market repurchases comprise a large dividend component carrying valuable tax credits. Australia thus provides a natural setting to investigate how the tax treatment of proceeds affects the dividend substitution hypothesis. Dividend substitution is found to exist for on-market repurchases but not for off-market repurchases, thus providing further support for the idea that the tax treatment of proceeds affects the substitutability of repurchases and dividends.
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