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Forecasting stock price with the residual income model

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  • Huong Higgins

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11156-010-0187-y
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    Bibliographic Info

    Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

    Volume (Year): 36 (2011)
    Issue (Month): 4 (May)
    Pages: 583-604

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    Handle: RePEc:kap:rqfnac:v:36:y:2011:i:4:p:583-604

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    Web page: http://springerlink.metapress.com/link.asp?id=102990

    Related research

    Keywords: Financial analyst; Earnings forecast; Forecasting model; Price forecast; Residual income model; Valuation; G11; G17; M41;

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Frankel, Richard & Lee, Charles M. C., 1998. "Accounting valuation, market expectation, and cross-sectional stock returns," Journal of Accounting and Economics, Elsevier, vol. 25(3), pages 283-319, June.
    2. Mindy Morel, 2003. "Endogenous Parameter Time Series Estimation of the Ohlson Model: Linear and Nonlinear Analyses," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(9-10), pages 1341-1362.
    3. Dechow, Patricia M. & Hutton, Amy P. & Sloan, Richard G., 1999. "An empirical assessment of the residual income valuation model1," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 1-34, January.
    4. Godfrey, Leslie G, 1978. "Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1303-10, November.
    5. Beaver, William H., 1999. "Comments on 'An empirical assessment of the residual income valuation model'," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 35-42, January.
    6. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
    7. Kothari, S. P. & Zimmerman, Jerold L., 1995. "Price and return models," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 155-192, September.
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    Cited by:
    1. Michael Lacina & Byung Ro, 2013. "Market implied future earnings and analysts’ forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 295-341, August.

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