Michael Falta

University of Otago

60 Clyde Street

Dunedin

New Zealand

SCHOLARLY PAPERS

6

DOWNLOADS

764

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Fundamental Relations between Market and Accounting Values

UNSW Business School Research Paper No. 2015ACCT01
Number of pages: 38 Posted: 14 Feb 2015
Victoria Clout, Michael Falta and Roger J. Willett
School of Accounting, Auditing & Taxation, UNSW Business School, UNSW Australia, University of Otago and Victoria University of Wellington - Victoria Business School
Downloads 385 (89,631)

Abstract:

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Capital market research, Multiplicative returns models, Value relevance, Time series models, Fundamental analysis, Error correction

2.

Cross-Section Regression Models of the Long-Run Relationship Between Market and Accounting Values - The Case for a Log-Linear Model

Number of pages: 33 Posted: 21 Jul 2008
Roger J. Willett and Michael Falta
Victoria University of Wellington - Victoria Business School and University of Otago
Downloads 192 (183,702)
Citation 1

Abstract:

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Cross section models, Capital market research, Misspecification, Dynamic models

3.

Estimating the Long-Run Relationship between Market and Accounting Values Using Cross Section Analysis: The Need for Dynamic Firm-Level Modeling in Capital Market Research

Number of pages: 42 Posted: 18 Mar 2008
Roger J. Willett and Michael Falta
Victoria University of Wellington - Victoria Business School and University of Otago
Downloads 118 (273,737)
Citation 2

Abstract:

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Cross section modeling, misspecification, heterogeneity, dynamic modeling, long run effect, fundamentals

4.

Parameter Heterogeneity in the Market-Accounting Relation

Number of pages: 44 Posted: 24 Feb 2013
Michael Falta and Roger J. Willett
University of Otago and Victoria University of Wellington - Victoria Business School
Downloads 69 (383,333)

Abstract:

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Cross section modelling, misspecification, heterogeneity, dynamic modelling, long-run effect, fundamentals

5.

Using Forecasting Criteria to Identify Value Relevance in the Relationship between Accounting Numbers and Market Value

Abacus, Vol. 48, Issue 3, pp. 316-347, 2012
Number of pages: 32 Posted: 04 Sep 2012
affiliation not provided to SSRN, University of Otago and Victoria University of Wellington - Victoria Business School
Downloads 0 (763,096)
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Abstract:

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Capital market research, Dynamic modelling, Error correction, Value relevance

6.

Multiplicative Regression Models of the Relationship between Accounting Numbers and Market Value

Posted: 16 Aug 2012 Last Revised: 25 Feb 2013
Michael Falta and Roger J. Willett
University of Otago and Victoria University of Wellington - Victoria Business School

Abstract:

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regression analysis, capital markets research, fundamentals, misspecification, multiplicative functional form, log-linear models