Download e-book for iPad: Advances in Quantitative Analysis of Finance and Accounting by Cheng F. Lee

By Cheng F. Lee

ISBN-10: 9812561641

ISBN-13: 9789812561640

Advances in Quantitative research of Finance and Accounting, New sequence is an annual book designed to disseminate advancements within the quantitative research of finance and accounting. it's a discussion board for statistical and quantitative analyses of concerns in finance and accounting, in addition to purposes of quantitative easy methods to difficulties in monetary administration, monetary accounting, and enterprise administration. the target is to advertise interplay among educational examine in finance and accounting, utilized examine within the monetary neighborhood, and the accounting career.

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Additional resources for Advances in Quantitative Analysis of Finance and Accounting Volume 2

Sample text

Feltham, G. A. and J. A. ” Contemporary Accounting Research 11, 689–731 (1995). Fung, M. K. and W. W. ” Economics Letters 74, 353–358 (2002). ” Economics Letters 7, 183–187 (1981). ” Working Paper No. 3301, NBER (1990). Hall, B. ” Working Paper No. 6984, NBER (1999). Hall, H. , B. A. Jaffe and M. ” Working Paper No. 7741, NBER (2000). Hall, B. , A. B. Jaffe and M. ” Working Paper No. 8498, NBER (2001). , V. J. Richardson and S. ” Review of Quantitative Finance and Accounting 17, 223–235 (2001).

In addition to the Table 3. Estimation of the Ohlson model with knowledge spillovers (1983–1997, dependent variable = MV(i, j, t), sample size = 668). 986 Coefficients for constant and industry dummies are not reported. Values in parentheses are t-statistics. ∗ significant at 5% level. ∗∗ significant at 1% level. tex Value-Relevance of Knowledge Spillovers 27 basic financial variables included in Model 1, patent counts and R&D expenditures enter the regression in Model 2. In Model 3, the three measures of knowledge spillovers, namely, intraindustry, internal and interindustry spillovers, are included to test for their value-relevance.

Tex Value-Relevance of Knowledge Spillovers 25 observations finally available for regression analyses is 668. Table 2 describes the financial data. The figures shown in Table 2 suggest that, on average, the market value of a firm is more than 100% larger than its book value. This is a typical characteristic of firms operating in high-tech industries. This inconsistency between market values and book values is also revealed by the fact that the standard deviation of MV(i, j, t) is about 136% larger than that of BV(i, j, t).

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Advances in Quantitative Analysis of Finance and Accounting Volume 2 by Cheng F. Lee


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