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Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note

Author

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  • JAIN, PC

Abstract

No abstract is available for this item.

Suggested Citation

  • Jain, Pc, 1986. "Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note," Journal of Accounting Research, Wiley Blackwell, vol. 24(1), pages 187-193.
    • Handle: RePEc:bla:joares:v:24:y:1986:i:1:p:187-193
    DOI: http://hdl.handle.net/10.2307/2490812
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    Citations

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    Cited by:

    1. Pingui Rao & Heng Yue & Xin Zhou, 2018. "Return predictability and the real option value of segments," Review of Accounting Studies, Springer, vol. 23(1), pages 167-199, March.
    2. Byung T. Ro, 1988. "Firm size and the information content of annual earnings announcements," Contemporary Accounting Research, John Wiley & Sons, vol. 4(2), pages 438-449, March.
    3. Bing Xiang, 1993. "The Choice of Return†Generating Models and Cross†Sectional Dependence in Event Studies," Contemporary Accounting Research, John Wiley & Sons, vol. 9(2), pages 365-394, March.

    More about this item

    Keywords

    Research Methodology; Market model prediction errors; Omitted variables;
    All these keywords.

    JEL classification:

    • M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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