Dangers in data adjustment: the case of rights issues and returns
Article Abstract:
Research information regarding the potiential for errors in using adjusted price and daily return data is discussed. The research analyzes ex-rights price adjustments and presents five alternative adjustment procedures, which generate different dillution factors.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2001
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The intertemporal relationship between market return and variance: an Australian perspective
Article Abstract:
Resarch into the intertemporal relationship between the market risk premium and it's conditional variance is given. The research suggests that the covariance between the bond and equity markets is a risk factor priced into the market.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2001
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Earnings management and abnormal returns: Evidence from the 1970-1972 Price control Regulations
Article Abstract:
Research into the association between abnormal returns and earnings management in the context of price control regulations. The research finds that the model used is capable of predicting opporotunistic discretionary accurals.
Publication Name: Accounting and Finance
Subject: Business
ISSN: 0810-5391
Year: 2003
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