Does EVA(R) beat earnings? Evidence on associations with stock returns and firm values
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- repec:bla:joares:v:29:y:1991:i:1:p:19-36 is not listed on IDEAS
- Laura Walbert, 1994. "The Stern Stewart Performance 1000: Using Eva™ To Build Market Value," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(4), pages 109-112.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
- Subramanyam, K. R., 1996. "The pricing of discretionary accruals," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 249-281, October.
- Stephen F. O'Byrne, 1996. "Eva® And Market Value," Journal of Applied Corporate Finance, Morgan Stanley, vol. 9(1), pages 116-126.
- Bowen, Robert M. & Johnson, Marilyn F. & Shevlin, Terry, 1989. "Informational efficiency and the information content of earnings during the market crash of October 1987," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 225-254, July.
- Wallace, James S., 1997. "Adopting residual income-based compensation plans: Do you get what you pay for?," Journal of Accounting and Economics, Elsevier, vol. 24(3), pages 275-300, December.
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