Does EVA(R) beat earnings? Evidence on associations with stock returns and firm values
No abstract is available for this item.
References listed on IDEAS
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.:
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:jaecon:v:24:y:1997:i:3:p:301-336. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
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.