A fractional cointegration approach to testing the Ohlson accounting based valuation model

Author: Lee Shih-Cheng   Lin Chien-Ting   Yu Min-Teh  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.41, Iss.3, 2013-10, pp. : 535-547

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Abstract