Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?
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References listed on IDEAS
- Johansen, Søren, 1995.
"A Stastistical Analysis of Cointegration for I(2) Variables,"
Cambridge University Press, vol. 11(01), pages 25-59, February.
- Johansen, S., 1991. "A Statistical Analsysis of Cointegration for I(2) Variables," Papers 77, Helsinki - Department of Economics.
- Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, June.
- Bent Nielsen, "undated". "On the distribution of tests of cointegration rank," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bhattacharya, Utpal & Krishnan, Murugappa, 1999. "To believe or not to believe1," Journal of Financial Markets, Elsevier, vol. 2(1), pages 69-98, February.
- Singleton, W. R. & Globerman, Steven, 2002. "The changing nature of financial disclosure in Japan," The International Journal of Accounting, Elsevier, vol. 37(1), pages 95-111.
More about this item
KeywordsFINANCIAL MARKET ; ECONOMIC MODELS;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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