REFERENCES
Aggarwal, Raj, Cynthia Harrington, Adam Kobor, and Pamela P. Drake. 2008. “Capital Structure and Leverage.” Corporate Finance: A Practical Approach. Michelle Clayman, Martin Fridson, and George Troughton, eds. Hoboken, NJ: John Wiley & Sons.
Arnott, Robert D., and Clifford S. Asness. 2003. “Surprise! Higher Dividends = Higher Earnings Growth.” Financial Analysts Journal. Vol. 59, No. 1: 70-87.
Arnott, Robert D., and Peter L. Bernstein. 2002. “What Risk Premium is ‘Normal’?” Financial Analysts Journal. Vol. 58, No. 2: 64-85.
Arzac, Enrique R. 2005. Valuation for Mergers, Buyouts, and Restructuring. Hoboken, NJ: John Wiley & Sons.
Bartholdy, Jan, and Paula Peare. 2001. “The Relative Efficiency of Beta Estimates.” Working paper.
Bauman, Mark P. 1999. “Importance of Reported Book Value in Equity Valuation.” Journal of Financial Statement Analysis. Vol. 4, No. 2: 31-40.
Bernstein, Richard, Kari Bayer, and Carmen Pigler. 1998. “An Analysis of EVA® Part II.” Quantitative Viewpoint. Merrill Lynch. 3 February.
Bernstein, Richard, and Carmen Pigler. 1997. “An analysis of EVA® .” Quantitative Viewpoint. Merrill Lynch. December 19.
Bhojraj, Sanjeev, Charles M.C. Lee, and Derek K. Oler. 2003. “What’s My Line? A Comparison of Industry Classification Schemes for Capital Market Research. ” Journal of Accounting Research. Vol. 41, No. 5: 745-774.
Block, Stanley B. 1999. “A Study of Financial Analysts: Practice and Theory.” Financial Analysts Journal. Vol. 55, No. 4: 86-95.
Blume, Marshall. 1971. “On the Assessment of Risk.”Journal of Finance. Vol. 26, No. 1: 1-10.
Bodie, Zvi, Alex Kane, and Alan J. Marcus. 2008. Investments, 7th edition. New York: McGraw-Hill.
Brealey, Richard A., Stewart C. Myers, and Franklin Allen. 2006. Principles of Corporate Finance. New York: McGraw-Hill/Irwin.
Brown, Lawrence D. 1997. “Earnings Surprise Research: Synthesis and Perspectives. ” Financial Analysts Journal. Vol. 53, No. 2: 13-20.
Bruner, Robert K. 2004. Applied Mergers and Acquisitions. Hoboken, NJ: John Wiley & Sons.
Burch, Timothy R., and Vikram Nanda. 2003. “Divisional Diversity and the Conglomerate Discount: Evidence from Spinoffs.” Journal of Financial Economics. Vol. 70, No. 1: 69-98.
Burmeister, Edwin, Richard Roll, and Stephen A. Ross. 1994. “A Practitioner’s Guide to Arbitrage Pricing Theory. ” A Practitioner’s Guide to Factor Models. Charlottesville, VA: Research Foundation of the Institute of Chartered Financial Analysts.
Calverley, John, Alan Meder, Brian Singer, and Renato Staub. 2007. “Capital Market Expectations.” Managing Investment Portfolios: A Dynamic Process, 3rd Edition. John Maginn, Donald Tuttle, Jerald Pinto, and Dennis McLeavey, eds. Hoboken, NJ: John Wiley & Sons.
Capaul, Carlo, Ian Rowley, and William F. Sharpe. 1993. “International Value and Growth Stock Returns.” Financial Analysts Journal. Vol. 49, No. 1: 27-36.
CFA Institute Centre Publications. 2006. Breaking the Short-Term Cycle.http://www.cfapubs.org/toc/ccb/2006/2006/1.
Chan, Louis K.C., and Josef Lakonishok. 2004. “Value and Growth Investing: Review and Update. ” Financial Analysts Journal, Vol. 60, No. 1: 71-86.
Chan, Louis K.C., Josef Lakonishok, and Bhaskaran Swaminathan. 2007. “Industry Classifications and Return Comovement.” Financial Analysts Journal. Vol. 63, No. 6: 56-70.
Chan, Louis K.C., Narasimhan Jegadeesh, and Josef Lakonishok. 1999. “The Profitability of Momentum Strategies.”Financial Analysts Journal, Vol. 55, No. 6: 80-90.
Chen, Nai-fu, and Feng Zhang. 1998. “Risk and Return of Value Stocks.” Journal of Business. Vol. 71, No. 4: 501-535.
Copeland, Tom, Tim Koller, and Jack Murrin. 1994. Valuation: Measuring and Managing the Value of Companies, 2nd edition. New York: John Wiley & Sons.
Copeland, Tom, Tim Koller, and Jack Murrin. 2000. Valuation: Measuring and Managing the Value of Companies, 3rd edition. New York: John Wiley & Sons.
Cornell, Bradford. 1999. The Equity Risk Premium. New York: John Wiley & Sons.
Cornell, Bradford. 2001. “Is the Response of Analysts to Information Consistent with Fundamental Valuation? The Case of Intel.” Financial Management. Vol. 30, No. 1: 113-136.
Damodaran, Aswath. 2002. Investment Valuation Tools and Techniques for Determining the Value of Any Asset.Hoboken, NJ: John Wiley & Sons.
Damodaran, Aswath. 2006. Damodaran on Valuation.Hoboken, NJ: John Wiley & Sons.
Dechow, Patricia M., Amy P. Hutton, and Richard G. Sloan. 1999. “An Empirical Assessment of the Residual Income Valuation Model.” Journal of Accounting and Economics. Vol. 26, No. 1-3: 1-34.
DeFusco, Richard, Dennis McLeavey, Jerald Pinto, and David Runkle. 2004. Quantitative Methods for Investment Analysis, 2nd edition. Charlottesville, VA: CFA Institute.
Dimson, Elroy. 1979. “Risk Measurement When Shares Are Subject to Infrequent Trading.” Journal of Financial Economics. Vol. 7, No. 2: 197-226.
Dimson, Elroy, Paul Marsh, and Mike Staunton. 2002. Triumphs of the Optimists: 101 Years of Global Investment Returns. Princeton, NJ: Princeton University Press.
Dimson, Elroy, Paul Marsh, and Mike Staunton. 2008. Global Investment Returns Yearbook 2008. ABN-AMRO, Royal Bank of Scotland, and London Business School.
Edwards, Edgar O., and Philip W. Bell. 1961. The Theory and Measurement of Business Income. Berkeley, California: University of California Press.
Ehrbar, Al. 1998. EVA: The Real Key to Creating Wealth. New York: John Wiley & Sons, Inc.
Elton, Edwin J., Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann. 2007. Modern Portfolio Theory and Investment Analysis, 7th edition. Hoboken, NJ: John Wiley & Sons.
Erb, Claude, Campbell R. Harvey, and Tadas Viskanta. 1995. “Country Credit Risk and Global Portfolio Selection.” Journal of Portfolio Management. Winter: 74-83.
Fabozzi, Frank J. 2004. Fixed Income Analysis for the Chartered Financial Analyst®Program, 2nd edition. New Hope, PA: Frank J. Fabozzi Associates.
Fairfield, Patricia M. 1994. “P/E, P/B and the Present Value of Future Dividends.” Financial Analysts Journal. Vol. 50, No. 4: 23-31.
Fama, Eugene F., and Kenneth R. French. 1989. “Business Conditions and Expected Returns on Stocks and Bonds.”Journal of Financial Economics. Vol. 25, No. 1: 23-50.
Fama, Eugene F., and Kenneth R. French. 1992. “The Cross-Section of Expected Stock Returns.” Journal of Finance, Vol. 47, No. 2: 427-465.
Fama, Eugene F., and Kenneth R. French. 1993. “Common Risk Factors in the Returns on Stocks and Bonds.”Journal of Financial Economics. Vol. 33, No. 1: 3-56.
Fama, Eugene F., and Kenneth R. French. 2001. “Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?” Journal of Financial Economics. Vol. 60, No. 1: 3-43.
Fama, Eugene F., and Kenneth R. French. 2002. “The Equity Premium.” Journal of Finance. Vol. 57, No. 2: 637-659.
Feltham, Gerald A., and James A. Ohlson. 1995. “Valuation and Clean Surplus Accounting for Operating and Financial Activities.” Contemporary Accounting Research. Vol. 11, No. 4: 689-731.
Ferson, Wayne E., and Campbell R. Harvey. 1991. “The Variation of Economic Risk Premiums.” Journal of Political Economy. Vol. 99, No. 2: 385-415.
Fleck, Shelby A., Scott D. Craig, Michael Bodenstab, Trevor Harris, and Elmer Huh. 2001. Technology: Electronics Manufacturing Services. Industry Overview; Morgan Stanley Dean Witter. 28 March.
Frankel, Richard M., and Charles M. C. Lee. 1999. “Accounting Diversity and International Valuation.” Working Paper, May.
Fuller, Russell J., and Chi-Cheng Hsia. 1984. “A Simplified Common Stock Valuation Model.” Financial Analysts Journal. Vol. 40, No. 5: 49-56.
Gordon, Myron J., 1962. The Investment, Financing, and Valuation of the Corporation. Homewood, IL: Richard D. Irwin.
Gordon, Myron J., and Eli Shapiro. 1956. “Capital Equipment Analysis: The Required Rate of Profit.”Management Science. Vol. 3, No. 1: 102-110.
Graham, Benjamin. 1936. “U.S. Steel Announces Sweeping Modernization Scheme.” Classics II: Another Investor’s Anthology. Charles D. Ellis with James R. Vertin, eds. Charlottesville, VA: Association for Investment Management and Research.
Graham, Benjamin, and David L. Dodd. 1934. Security Analysis. New York: McGraw-Hill Professional Publishing.
Grant, Julia, and Larry Parker. 2001. “EBITDA!” Research in Accounting Regulation. Vol. 15: 205-211.
Grossman, Sanford, and Joseph Stiglitz. 1980. “On the Impossibility of Informationally Efficient Markets.”American Economic Review. Vol. 70, No. 3: 393-408.
Grullon, Gustavo, Bradley S. Paye, Shane Underwood, and James Weston. 2007. “Has the Propensity to Pay Out Declined?” Working Paper.
Hackel, Kenneth S., Joshua Livnat, and Atul Rai. 1994. “The Free Cash Flow/Small-Cap Anomaly.”Financial Analysts Journal. Vol. 50, No. 5: 33-42.
Hamada, Robert. 1972. “The Effect of the Firm’s Capital Structure on the Systematic Risk of Common Stocks.”Journal of Finance, Vol. 27, No. 2: 435-452.
Harris, Mary, and Karl A. Muller, III. 1999. “The Market Valuation of IAS versus U.S. GAAP Accounting Measures using Form 20 -F Reconciliations.” Journal of Accounting and Economics. Vol. 26, No. 1-3: 285-312.
Harris, Robert S., and Felicia C. Marston. 1994. “Value versus Growth Stocks: Book-to-Market, Growth, and Beta.”Financial Analysts Journal. Vol. 50, No. 5: 18-24.
Henry, E., S. Lin, and Y. Yang. 2008. “The European-U.S. GAAP Gap: Amount, Type, Homogeneity, and Value Relevance of IFRS to U.S. GAAP Form 20-F Reconciliations.” Accounting Horizons, forthcoming.
Henry, Elaine, and Elizabeth Gordon. 2009. “Long-Lived Assets.” International Financial Statement Analysis. Thomas Robinson, Hennie van Greuning, Elaine Henry, Michael Broihahn, eds. Hoboken, NJ: John Wiley & Sons.
Hirst, D. Eric, and Patrick E. Hopkins. 2000. Earnings: Measurement, Disclosure, and the Impact on Equity Valuation. Charlottesville, VA: Research Foundation of AIMR and Blackwell Series in Finance.
Hitchner, James R. 2006. Financial Valuation: Applications and Models, 2nd edition. Hoboken, NJ: John Wiley & Sons.
Hughson, Eric, Michael Stutzer, and Chris Yung. 2006. “The Misuse of Expected Returns.” Financial Analysts Journal. Vol. 62, No. 6: 88-96.
Ibbotson, Roger, and Peng Chen. 2001. The Supply of Stock Market Returns. New Haven, CT: Yale International Center for Finance; Yale School of Management.
Ibbotson, Roger, and Peng Chen. 2003. “Long-Run Stock Returns: Participating in the Real Economy. ” Financial Analysts Journal. Vol. 58, No. 1: 88-98.
Ilmanen, Antti, Rory Byrne, Heinz Gunasekera, and Robert Minikin. 2002. “Stocks versus bonds: Balancing expectations and reality.” Schroder Salomon Smith Barney.
Jagannathan, Ravi, Ellen McGrattan, and Anna Scherbina. 2000. “The Declining U.S. Equity Premium.” Quarterly Review. Federal Reserve Bank of Minnesota. Vol. 24, No. 4: 3-19.
Jensen, Michael C., and William H. Meckling. 1976. “Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure.” Journal of Financial Economics. Vol. 3, No. 4: 305-360.
Julio, Brandon, and David L. Ikenberry. 2004. “Reappearing Dividends.” Journal of Applied Corporate Finance. Vol. 16, No. 4: 89-100.
Kisor, Manown, Jr. and Volkert S. Whitbeck. 1963. “A New Tool in Investment Decision-Making.” Financial Analysts Journal. Vol. 19, No. 3: 55-62.
La Porta, Rafael, Josef Lakonishok, Andrei Shleifer, and Robert Vishny. 1997. “Good News for Value Stocks: Further Evidence on Market Efficiency.” Journal of Finance. Vol. 52, No. 2: 859-874.
Lakonishok, J., A. Shleifer, and R.W. Vishny. 1994. “Contrarian Investment, Extrapolation and Risk.” Journal of Finance, Vol. 49, No. 5: 1541-1578.
Lamont, Owen A., and Christopher Polk. 2002. “Does Diversification Destroy Value? Evidence from the Industry Shocks.” Journal of Financial Economics. Vol. 63, No. 1: 51-77.
Landsman, Wayne, and Alan C. Shapiro. 1995. “Tobin’s q and the Relation Between Accounting ROI and Economic Return.” Journal of Accounting, Auditing and Finance. Vol. 10: 103-121.
Latané, Henry A., and Charles P. Jones. 1979. “Standardized Unexpected Earnings—1971-77.” Journal of Finance, Vol. 34, No. 3: 717-724.
Lee, Charles M.C., and Bhaskaran Swaminathan. 1999. “Valuing the Dow: A Bottom-Up Approach.” Financial Analysts Journal. Vol. 55, No. 5: 4-23.
Lee, Charles M.C., and Bhaskaran Swaminathan. 2000. “Price Momentum and Trading Volume.” Journal of Finance. Vol. 55, No. 5: 2017-2069.
Lee, Charles M.C., James Myers, and Bhaskaran Swaminathan. 1999. “What is the Intrinsic Value of the Dow?” Journal of Finance. Vol. 54, No. 5: 1693-1741.
Leibowitz, Martin L. 1997. “Sales-Driven Franchise Value.” Charlottesville, VA: Research Foundation of the ICFA.
Leibowitz, Martin L., and Stanley Kogelman. 1990. “Inside the P/E Ratio: The Franchise Factor.” Financial Analysts Journal. Vol. 46, No. 6: 17-35.
Lintner, John. 1956. “Distribution of Incomes of Corporations Among Dividends, Retained Earnings, and Taxes.” American Economic Review, Vol. 46: 97-113.
Liu, Jing, Doron Nissim, and Jacob Thomas. 2002. “Equity Valuation Using Multiples.” Journal of Accounting Research. Vol. 40, No. 1: 136-172.
Liu, Jing, Doron Nissim, and Jacob Thomas. 2007. “Is Cash Flow King in Valuations?” Financial Analysts Journal. Vol. 63, No. 2: 56-68.
Lo, Kin, and Thomas Lys. 2000. “The Ohlson Model: Contributions to Valuation Theory, Limitations, and Empirical Applications.” Journal of Accounting, Auditing and Finance. Vol. 15, No. 3: 337-367.
Lundholm, Russell J., and Richard G. Sloan. 2007. Equity Valuation and Analysis with eVal, 2nd edition. New York: McGraw-Hill Irwin.
Lundholm, Russell J., and Terrence B. O’Keefe. 2001a. “Reconciling Value Estimates from the Discounted Cash Flow Model and the Residual Income Model.” Contemporary Accounting Research. Vol. 18, No. 2: 311-335.
Lundholm, Russell J., and Terrence B. O’Keefe. 2001b. “On Comparing Residual Income and Discounted Cash Flow Models of Equity Valuation: A Response to Penman 2001. ” Contemporary Accounting Research. Vol. 18, No. 4: 693-696.
Malkiel, Burton, and John Cragg. 1970. “Expectations and the Structure of Share Prices.” American Economic Review. Vol. 60, No. 4: 601-617.
Martin, Thomas A., Jr. 1998. “Traditional Equity Valuation Methods.” Equity Research and Valuation Techniques. Charlottesville, VA: AIMR.
Mehra, Rajnish, and Edward C. Prescott. 1985. “The Equity Premium: A Puzzle.” Journal of Monetary Economics. Vol. 15, No. 2: 145-161.
Merrill Lynch & Co. 2006 Institutional Factor Survey. Quantitative Strategy: Global Securities Research & Economics Group.
Merton, Robert C. 1980. “On Estimating the Expected Return on the Market: An Exploratory Investigation.” Journal of Financial Economics. Vol. 8, No. 4: 323-361.
Metrick, Andrew. 2007. Venture Capital and the Finance of Innovation. Hoboken, NJ: John Wiley & Sons.
Michaud, Richard. 1999. Investment Styles, Market Anomalies, and Global Stock Selection. Research Foundation of the ICFA: AIMR.
Miles, James A., and John R. Ezzell. 1985. “Reformulating Tax Shield Valuation: A Note.” Journal of Finance. Vol. 40, No. 5: 1484-1492.
Miller, Merton, and Franco Modigliani. 1961. “Dividend Policy, Growth, and the Valuation of Shares.” Journal of Business, Vol. 34, No. 4: 411-433.
Moody’s Investors Service. 2000. Putting EBITDA in Perspective. Moody’s Investors Service Global Credit Research.
Morningstar. 2007. “Stocks, Bonds, Bills, and Inflation.” 2007 Valuation Edition Yearbook. Chicago: Morningstar, Inc.
Mulford, Charles W., and Eugene E. Comiskey. 2005. Creative Cash Flow Reporting: Uncovering Sustainable Financial Performance. Hoboken, NJ: John Wiley & Sons.
Nathan, Siva, Kumar Sivakumar, and Jayaraman Vijayakumar. 2001. “Returns to Trading Strategies Based on Price-to-Earnings and Price-to-Sales Ratios.” Journal of Investing. Vol. 10, No. 2: 17-28.
O’Neill, Jim, Dominic Wilson, and Rumi Masih. 2002. “The Equity Risk Premium from an Economics Perspective.” Goldman Sachs Global Economics Paper No. 84.
O’Shaughnessy, James P. 2005. What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time, 3rd edition. New York: McGraw-Hill Professional Publishing.
Ohlson, James A. 1995. “Earnings, Book Values, and Dividends in Equity Valuation.” Contemporary Accounting Research. Vol. 11, No. 4: 661-687.
Pastor, Lubos, and Robert F. Stambaugh. 2003. “Liquidity Risk and Expected Stock Returns.” Journal of Political Economy. Vol. 111, No. 3: 642-685.
Penman, Stephen H. 2001. “On Comparing Cash Flow and Accrual Accounting Models for Use in Equity Valuation: A Response to Lundholm and O’Keefe.” Contemporary Accounting Research. Vol. 18, No. 4: 681-692.
Penman, Stephen H., and Theodore Sougiannis. 1998. “A Comparison of Dividend, Cash Flow and Earnings Approaches to Equity Valuation.” Contemporary Accounting Research. Vol. 15, No. 3: 343-383.
Peterson, Pamela P., and David R. Peterson. 1996. Company Performance and Measures of Value Added. Charlottesville, VA: Research Foundation of the ICFA.
Pinto, Jerald, Howard Marmorstein, Thomas Robinson, John Stowe, and Dennis McLeavey. 2008. “A Survey of Equity Analysts’ Valuation Practices.” Working paper, 10 November.
Porter, Michael E. 1985. The Competitive Advantage: Creating and Sustaining Superior Performance. New York: Free Press. (Republished with new introduction in 1998.)
Porter, Michael E. 2008. “The Five Competitive Forces That Shape Strategy.” Harvard Business Review. Vol. 86, No. 1: 78-93.
Pratt, Shannon P., and Roger J. Grabowski. 2008. Cost of Capital: Applications and Examples, 3rd edition. Hoboken, NJ: John Wiley & Sons.
Rappaport, Alfred. 1997. Creating Shareholder Value: A Guide for Managers and Investors. Revised and Updated. New York: Free Press.
Reilly, Frank K., and Keith C. Brown. 2006. Investment Analysis and Portfolio Management, 8th edition. Mason, OH: South-Western.
Richardson, Scott, and Irem Tuna. 2009. “Evaluating Financial Reporting Quality.” International Financial Statement Analysis. Thomas Robinson, Hennie van Greuning, Elaine Henry, Michael Broihahn, eds. Hoboken, NJ: John Wiley & Sons.
Robinson, Thomas, Hennie van Greuning, Elaine Henry, and Michael Broihahn. 2009a. “Financial Analysis Techniques.” International Financial Statement Analysis. Hoboken, NJ: John Wiley & Sons.
Robinson, Thomas, Hennie van Greuning, Elaine Henry, and Michael Broihahn. 2009b. “Understanding the Cash Flow Statement.” International Financial Statement Analysis. Hoboken, NJ: John Wiley & Sons.
Ross, Stephen, Randolph Westerfield, and Jeffrey Jaffe. 2005. Corporate Finance, 7th edition. New York: McGraw-Hill Irwin.
Salsman, Richard M. 1997. “Using Market Prices to Guide Sector Rotation.” Economic Analysis for Investment Professionals. Charlottesville, VA: AIMR. 48-55.
Schilit, Howard. 1993. Financial Shenanigans: How to Detect Accounting Gimmicks and Fraud in Financial Reports. New York: McGraw-Hill.
Schilit, Howard. 2002. Financial Shenanigans: How to Detect Accounting Gimmicks and Fraud in Financial Reports, 2nd edition. New York: McGraw-Hill.
Scholes, Myron, and Joseph T. Williams. 1977. “Estimating Betas from Nonsynchronous Data.” Journal of Financial Economics. Vol. 5, No. 3: 309-327.
Senchack, A.J., Jr., and John D. Martin. 1987. “The Relative Performance of the PSR and PER Investment Strategies.” Financial Analysts Journal. Vol. 43, No. 2: 46-56.
Sharpe, William, Gordon Alexander, and Jeffery Bailey. 1999. Investments. Upper Saddle River, NJ: Prentice Hall.
Shrieves, Ronald E., and John M. Wachowicz, Jr. 2001. “Free Cash Flow (FCF), Economic Value Added (EVA™), and Net Present Value (NPV): A Reconciliation of Variations of Discounted-Cash-Flow (DCF) Valuation.” Engineering Economist. Vol. 46, No. 1: 33-52.
Siegel, Jeremy. 2002. Stocks for the Long Run, 3rd edition. New York: McGraw Hill.
Skinner, Douglas J. 2008. “The Evolving Relation Between Earnings, Dividends, and Stock Repurchases.” Journal of Financial Economics. Vol. 87, No. 3: 582-609.
Sloan, Richard G. 1996. “Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?” Accounting Review, Vol. 71, No. 3: 289-315.
Solnik, Bruno, and Dennis McLeavey. 2004. International Investments, 5th edition. Boston: Pearson Addison-Wesley.
Stewart, G. Bennett III. 1991. The Quest for Value. New York: HarperCollins.
Strong, Norman, and Zinzhong G. Xu. 1997. “Explaining the Cross-Section of UK Expected Stock Returns.” British Accounting Review. Vol. 29, No. 1: 1-23.
Stux, Ivan E. 1994. “Earnings Growth: The Driver of Equity Value.” Morgan Stanley Global Equity and Derivatives Markets. 12 July 1994.
Tobin, James. 1969. “A General Equilibrium Approach to Monetary Theory.” Journal of Money, Credit and Banking. Vol. 1, No. 1: 15-29.
Varma, Jayanth R., and Samir K. Barua. 2006. “A First Cut Estimate of the Equity Risk Premium in India.” Indian Institute of Management Ahmedabad, Working Paper No. 2006-06-04.
von Eije, J. Henk, and William L. Megginson. 2008. “Dividends and Share Repurchases in the European Union.” Journal of Financial Economics. Vol. 89: 347-374.
Wanger, Ralph. 2007. “More Dividends, Please.” CFA Magazine.Vol. 18, No. 2: 8-11.
White, Gerald I., Ashwinpaul C. Sondhi, and Dov Fried. 1998. The Analysis and Use of Financial Statements, 2nd edition. New York: John Wiley & Sons.
Wild, John J., Leopold A. Bernstein, and K.R. Subramanyam. 2001. Financial Statement Analysis, 7th edition. New York: McGraw-Hill Irwin.
Williams, John Burr. 1938. The Theory of Investment Value. Cambridge, MA: Harvard University Press.
Yardeni, Edward. 2000. “How to Value Earnings Growth.” Topical Study #49. Deutsche Banc Alex Brown.
Young, S. David. 1999. “Some Reflections on Accounting Adjustments and Economic Value Added.” Journal of Financial Statement Analysis. Vol. 4, No. 2: 7-19.
Zhou, Ping, and William Ruland. 2006. “Dividend Payout and Future Earnings Growth.” Financial Analysts Journal. Vol. 62, No. 3: 58-69.
..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
3.144.252.204