Advanced Search

Methodological issues in the use of financial ratios

Contents:

Author Info

  • Lev, Baruch
  • Sunder, Shyam

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6V87-45KNK9G-S/2/b7f0b120a083e1fce8b01846f8d06f6e
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Accounting and Economics.

Volume (Year): 1 (1979)
Issue (Month): 3 (December)
Pages: 187-210
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jaecon:v:1:y:1979:i:3:p:187-210

Contact details of provider:
Web page: http://www.elsevier.com/locate/jae

For corrections or technical questions regarding this item, or to correct its listing, contact: (Jeroen Loos).

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
  1. Casta, Jean-François & Ramond, Olivier & Escaffre, Lionel, . "Intangible investments & accounting numbers : usefulness, informativeness, and relevance on the European stock markets," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/2641, Université Paris-Dauphine.
  2. L. Lin & J. Piesse, 2004. "Identification of corporate distress in UK industrials: a conditional probability analysis approach," Applied Financial Economics, Taylor and Francis Journals, vol. 14(2), pages 73-82.
  3. Stuart McLeay & Maxwell Stevenson, 2006. "Modelling the Longitudinal Properties of Financial Ratios of European Firms," The Institute for International Integration Studies Discussion Paper Series iiisdp184, IIIS.
  4. Bijnen, E.J. & Wijn, M.F.C.M., 1994. "Corporate prediction models, ratios or regression analysis?," Research Memorandum 658, Tilburg University, Faculty of Economics and Business Administration.
  5. Casta, Jean-François & Ramond, Olivier & Escaffre, Lionel, . "Investissement immatériel et utilité de l'information comptable: Etude empirique sur les marchés financiers européens," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/2248, Université Paris-Dauphine.
  6. David Peel & Michael Peel & Ioannis Venetis, 2004. "Further empirical analysis of the time series properties of financial ratios based on a panel data approach," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 155-163.
  7. Pasaribu, Rowland Bismark Fernando, 2008. "Penggunaan Binary Logit untuk Prediksi Financial Distress Perusahaan Yang Tercatat Di Bursa Efek Jakarta
    [Financial Distress Prediction In Indonesian Stock Exchange]    ," MPRA Paper 36980, University Library of Munich, Germany.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:jaecon:v:1:y:1979:i:3:p:187-210

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jeroen Loos).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.