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Purpose – The purpose of this paper is to investigate the explanatory power of two value‐based performance measurement models, Economic Value Added (EVA ® ) and shareholder value added (SVA), compared with three traditional accounting performance measures: earnings per share (EPS), return on...
Purpose – The purpose of this paper is to further understanding of how new information impacts the market value of financial assets. Design/methodology/approach – The paper uses a Bayesian approach to asset valuation, whereby investors use signals conveyed by new information to update their...
Purpose – The purpose of this study is to investigate explanations for the behaviour of the size premium using measures of large and small stock holdings of mutual funds. Design/methodology/approach – Returns‐based style analysis is used to measure asset class exposure by regressing equity fund...
Purpose – The purpose of this paper is to present an arbitrarily accurate approximation for the value of European options written on a Black‐Scholes stock paying a discrete dividend. Design/methodology/approach – The proposed method is a computational method for the analytical solution of the...
Purpose – The purpose of this paper is to illustrate the use of a multi‐factor competitive real option model. Design/methodology/approach – The model is described, context of Google‐Yahoo! is developed, market share and other parameter values are estimated, sensitivities and alternative model...
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