An examination of the information content of funds from operations (FFO) using polynomial regression and response surface methodology

作者: Frank Gyamfi-Yeboah

DOI:

关键词: Polynomial regressionResponse surface methodologyOperations researchMarket reactionEconomicsContent (measure theory)Econometrics

摘要:

参考文章(47)
Richard Ott, Robert A. Van Ness, Eric James Higgins, The Information Content of the 1999 Announcement of Funds from Operation Changes for Real Estate Investment Trusts Social Science Research Network. ,(2006)
Thomas J. Lopez, Lynn Rees, The Effect of Beating and Missing Analysts' Forecasts on the Information Content of Unexpected Earnings: Journal of Accounting, Auditing & Finance. ,vol. 17, pp. 155- 184 ,(2002) , 10.1177/0148558X0201700204
Robert Jacobson, The Validity of ROI as a Measure of Business Performance The American Economic Review. ,vol. 77, pp. 470- 478 ,(2016)
William H. Beaver, Richard A. Lambert, Stephen G. Ryan, The information content of security prices: A second look Journal of Accounting and Economics. ,vol. 9, pp. 139- 157 ,(1987) , 10.1016/0165-4101(87)90003-6
Rowland K. Atiase, Linda Smith Bamber, Trading volume reactions to annual accounting earnings announcements Journal of Accounting and Economics. ,vol. 17, pp. 309- 329 ,(1994) , 10.1016/0165-4101(94)90031-0
David Michayluk, Laurie Prather, William J. Bertin, Paul Kofman, Intraday REIT Liquidity Social Science Research Network. ,(2006)
Su Han, Wai Kin, Ko Wang, None, Institutional Investment in REITs: Evidence and Implications Journal of Real Estate Research. ,vol. 16, pp. 357- 374 ,(1998) , 10.1080/10835547.1998.12090950
Quang H. Vuong, Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses Econometrica. ,vol. 57, pp. 307- 333 ,(1989) , 10.2307/1912557
Linda Vincent, The information content of funds from operations (FFO) for real estate investment trusts (REITs) Journal of Accounting and Economics. ,vol. 26, pp. 69- 104 ,(1999) , 10.1016/S0165-4101(98)00039-1
William H. Beaver, Paul A. Griffin, Wayne R. Landsman, The incremental information content of replacement cost earnings Journal of Accounting and Economics. ,vol. 4, pp. 15- 39 ,(1982) , 10.1016/0165-4101(82)90004-0