81
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Deflator selection and generalized linear modelling in market-based regression analyses

&
Pages 1739-1753 | Published online: 22 Nov 2008

References

  • Akbar , S and Stark , AW . 2003 . Discussion of scale and the scale effect in market-based accounting research . Journal of Business Finance and Accounting , 30 : 57 – 72 .
  • Barth , M and Clinch , G . 2001 . Scale effects in capital markets-based accounting research Unpublished Working Paper, Stanford University
  • Barth , M and Kallapur , S . 1996 . The effects of cross-sectional scale differences on regression results in empirical accounting research . Contemporary Accounting Research , 13 : 527 – 67 .
  • Christie , A . 1987 . On cross-sectional analysis in accounting research . Journal of Accounting and Economics , 9 : 233 – 58 .
  • Easton , P . 1998 . Discussion of revalued financial, tangible and intangible assets: association with share prices and non-market-based value estimates . Journal of Accounting Research , 36 : 235 – 47 .
  • Easton , P and Sommers , G . 2003 . Scale and scale effect in market-based accounting research . Journal of Business Finance & Accounting , 30 : 25 – 55 .
  • Lo , K and Lys , T . 2000 . The Ohlson model: contribution to valuation theory, limitations, and empirical applications . Journal of Accounting Auditing and Finance , 15 : 337 – 67 .
  • MacKinnon , JG and White , H . 1985 . Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties . Journal of Econometrics , 29 : 305 – 25 .
  • McCullagh , P and Nelder , JA . 1989 . Generalized Linear Models , London : Chapman & Hall .
  • Team R Development Core . 2005 . R: a language and environment for statistical computing R Foundation for Statistical Computing, Vienna, Austria, ISBN 3-900051-07-0. Available at http://www.R-project.org
  • White , H . 1980 . A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity . Econometrica , 48 : 817 – 38 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.