Across-sample incomparability of R2s and additional evidence on value relevance changes over time

Journal of Business Finance and Accounting

Volumn 34, Issue 7-8, 2007, Pages 1073-1098

  Gu, Zhaoyang ^a,b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Econometric models; Pricing errors; R2; Residuals; Value relevance

Indexed keywords

EID: 35148815979     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2007.02044.x     Document Type: Article

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