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ОЦЕНКА ЭФФЕКТИВНОСТИ ВЫСОКОДИВИДЕНДНЫХ СТРАТЕГИЙ НА РЫНКАХ ЭКОНОМИК АЗИАТСКО-ТИХООКЕАНСКОГО ЭКОНОМИЧЕСКОГО СОТРУДНИЧЕСТВА
Ivestment strategies related to the use of high-dividend shares have been known for more than 30 years. Despite this, they remain relevant today A large number of studies on this topic are devoted to studying the effectiveness of high-dividend strategies within one market, and cross-country studies evaluate a small number of markets. The aim of this paper is to evaluate the effectiveness of high-dividend strategies in the markets of all APEC economies, with the exception of Brunei and Papua New Guinea. The time horizon of the study is from 2002 to the present. We applied well-known modifications of the classic high-dividend strategy and modifications developed by the authors. We test hypotheses regarding the influence of various factors, such as the number of shares in a portfolio, the month of portfolio formation, classifying the economy as developed or developing, and the return on high-dividend portfolios. We also test the hypothesis that the significance of the high-dividend anomaly exists in various markets, but decreases over time...