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The determinants of the price-earnings ratio in the Norwegian aquaculture industry
16 references·0 citing·47 second hopsampled
The determinants of the price-earnings ratio in the Norwegian aquaculture industry (2019)The determinants of the price-earnings ra…A General Panel Model with Random and Fixed Effects: A Structural Equations Approach (2010)A General Panel Model with Ra…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …The Articulation of Price-Earnings Ratios and Market-to-Book Ratios and the Evaluation of Growth (1996)The Articulation of Price-Ear…Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (1995)Investment Valuation: Tools a…Earnings, Book Values, and Dividends in Equity Valuation* (1995)Earnings, Book Values, and Di…The Effect of the Set of Comparable Firms on the Accuracy of the Price-Earnings Valuation Method (1992)The Effect of the Set of Comp…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Managing Investment Portfolios: A Dynamic Process (1990)Managing Investment Portfolio…PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators * (1987)PRACTITIONERS’ CORNER: Comput…Dividends, Dilution, and Taxes: A Signalling Equilibrium (1985)Dividends, Dilution, and Taxe…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Imperfect Information, Divide…What Determines Price-Earnings Ratios? (1978)What Determines Price-Earning…Specification Tests in Econometrics (1978)Specification Tests in Econom…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)The theory and practice of econometrics (1986)The Relation between Price and Marginal Cost in U.S. Industry (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)In Search of New Foundations (2000)Dividends, Share Repurchases, and the Substitution Hypothesis (2002)A Catering Theory of Dividends (2004)The Valuation of Uncertain Income Streams and the Pricing of Options (1976)Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Capital markets research in accounting (2001)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Panel data and unobservable individual effects (1981)Panel Data and Unobservable Individual Effects (1981)Multivariate regression models for panel data (1982)The analysis of household surveys (1997)Biases in Dynamic Models with Fixed Effects (1981)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)A simple panel unit root test in the presence of cross‐section dependence (2007)Job Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1978Specification Tests in Econometrics19,451 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,914 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data7,191 cited
  • 1995Earnings, Book Values, and Dividends in Equity Valuation*5,061 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *1,509 cited
  • 1985Dividends, Dilution, and Taxes: A Signalling Equilibrium1,425 cited
  • 1995Investment Valuation: Tools and Techniques for Determining the Value of Any Asset1,386 cited
  • 1996The Articulation of Price-Earnings Ratios and Market-to-Book Ratios and the Evaluation of Growth405 cited
  • 1992The Effect of the Set of Comparable Firms on the Accuracy of the Price-Earnings Valuation Method364 cited
  • 2010A General Panel Model with Random and Fixed Effects: A Structural Equations Approach

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318 cited
  • 1978What Determines Price-Earnings Ratios?275 cited
  • 1990Managing Investment Portfolios: A Dynamic Process241 cited
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