Online Appendix to: Co-movement of Price and Intrinsic Value - Does Accounting Information Matter?

55 Pages Posted: 23 Feb 2021

See all articles by Oliver Mehring

Oliver Mehring

Paderborn University; TRR 266 Accounting for Transparency

Per Olsson

ESMT European School of Management and Technology

Soenke Sievers

TRR 266 Accounting for Transparency; Paderborn University

Christian Sofilkanitsch

Paderborn University; TRR 266 Accounting for Transparency

Date Written: December 14, 2020

Abstract

In this Online Appendix, we report additional analyses, tables and figures.

Keywords: fundamental analysis; co-movement; risk measurement; accounting beta

JEL Classification: C32; G12; G14; M41

Suggested Citation

Mehring, Oliver and Olsson, Per and Sievers, Soenke and Sofilkanitsch, Christian, Online Appendix to: Co-movement of Price and Intrinsic Value - Does Accounting Information Matter? (December 14, 2020). Available at SSRN: https://ssrn.com/abstract=3748636 or http://dx.doi.org/10.2139/ssrn.3748636

Oliver Mehring (Contact Author)

Paderborn University ( email )

Warburger Str. 100
Paderborn, 33098
Germany

TRR 266 Accounting for Transparency ( email )

Warburger Straße 100
Paderborn, 33098
Germany

Per Olsson

ESMT European School of Management and Technology ( email )

Schlossplatz 1
10117 Berlin
Germany

Soenke Sievers

TRR 266 Accounting for Transparency ( email )

Warburger Straße 100
Paderborn, 33098
Germany

Paderborn University ( email )

Warburger Str. 100
Paderborn, 33098
Germany

HOME PAGE: http://www.upb.de/accounting

Christian Sofilkanitsch

Paderborn University ( email )

Warburger Str. 100
Paderborn, 33098
Germany

TRR 266 Accounting for Transparency ( email )

Warburger Straße 100
Paderborn, 33098
Germany

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