Residual income, value-relevant information and equity valuation: a simultaneous equations approach
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References listed on IDEAS
- Chee Lim & Patricia Tan, 2007. "Value relevance of value-at-risk disclosure," Review of Quantitative Finance and Accounting, Springer, vol. 29(4), pages 353-370, November.
- Li Wang & Pervaiz Alam & Stephen Makar, 2005. "The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133," Review of Quantitative Finance and Accounting, Springer, vol. 25(4), pages 413-427, December.
- 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.
- Charles M. C. Lee & James Myers & Bhaskaran Swaminathan, 1999. "What is the Intrinsic Value of the Dow?," Journal of Finance, American Finance Association, vol. 54(5), pages 1693-1741, October.
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- Alan Gregory & Walid Saleh & Jon Tucker, 2005. "A UK Test of an Inflation-Adjusted Ohlson Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3-4), pages 487-534.
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- repec:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0654-9 is not listed on IDEAS
- Kuo, Chen-Yin, 2016. "Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory," Economic Modelling, Elsevier, vol. 52(PB), pages 772-789.
- repec:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0587-8 is not listed on IDEAS
- Arturo Leccadito & Stefania Veltri, 2015. "A regime switching Ohlson model," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(5), pages 2015-2035, September.
More about this item
KeywordsResidual income valuation model; Dynamic linear information model; Agency cost; Bankruptcy cost; M40; G14; M10;
- M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M10 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - General
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