How should we estimate value-relevance models? Insights from European data

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How should we estimate value-relevance models? Insights from European data

We study the consequences of unobserved heterogeneity when employing different econometric methods in the estimation of two major value-relevance models: the Price Regression Model (PRM) and the Return Regression Model (RRM). Leveraging a large panel data set of European listed companies, we first d...

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Bibliographic Details
Main Authors:	Onali, Enrico, Ginesti, Gianluca, Vasilakis, Chrysovalantis
Format:	Article
Published:	Elsevier 2017
Subjects:	Value-relevance ; Linear information model ; IFRS ; Price regression model ; Return regression model ; Panel data
Online Access:	https://eprints.nottingham.ac.uk/52467/

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