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.
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- 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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