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Do Stock Markets Value Firm-Level Technical Efficiency? Some UK Evidence

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Author Info
Sourafel Girma ()
Kevin Amess ()

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Abstract

An empirical model determining the relationship between changes in firm-level productivity and changes in firm value is estimated using an unbalanced panel of 706 public limited companies observed over the period 1996-2002. The main findings are: (1) changes in technical efficiency and labour productivity are reflected in changes in the value of manufacturing firms, and (2) changes in earnings per share and return on capital employed explain changes in the value of service sector firms but technical efficiency and labour productivity do not. For manufacturing firms, the evidence is consistent with the stock market valuing the adoption of better management practices that lead to better resource utilisation.

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File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp04-23.pdf
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Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 04/23.

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Date of creation: Aug 2004
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Handle: RePEc:lec:leecon:04/23

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Related research
Keywords: Firm value resource utilisation

Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior

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  1. Hirsch, Barry T & Seaks, Terry G, 1993. "Functional Form in Regression Models of Tobin's q," The Review of Economics and Statistics, MIT Press, vol. 75(2), pages 381-85, May. [Downloadable!] (restricted)
  2. Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-29, May. [Downloadable!] (restricted)
  3. Brennan, Michael, 1971. "A Note on Dividend Irrelevance and the Gordon Valuation Model," Journal of Finance, American Finance Association, vol. 26(5), pages 1115-22, December. [Downloadable!] (restricted)
  4. Thompson, R S & Wright, Mike & Robbie, Ken, 1992. "Management Equity Ownership, Debt and Performance: Some Evidence from UK Management Buyouts," Scottish Journal of Political Economy, Scottish Economic Society, vol. 39(4), pages 413-30, November.
  5. Bradley, Michael & Jarrell, Gregg A & Kim, E Han, 1984. " On the Existence of an Optimal Capital Structure: Theory and Evidence," Journal of Finance, American Finance Association, vol. 39(3), pages 857-78, July. [Downloadable!] (restricted)
  6. Jeffrey J. Quirin & Kevin T. Berry & David O'Brien, 2000. "A Fundamental Analysis Approach to Oil and Gas Firm Valuation," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(7&8), pages 785-820. [Downloadable!] (restricted)
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