By Cheng-Few Lee
Advances in Quantitative research of Finance and Accounting, New sequence is an annual ebook designed to disseminate advancements within the quantitative research of finance and accounting. it's a discussion board for statistical and quantitative analyses of concerns in finance and accounting, in addition to functions of quantitative easy methods to difficulties in monetary administration, monetary accounting, and company administration. the target is to advertise interplay among educational examine in finance and accounting, utilized study within the monetary group, and the accounting occupation.
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Additional resources for Advances in quantitative analysis of finance and accounting. / New series. Vol. 2
Market values of both US and non-US ﬁrms are in US dollars. Book values of common equity, BV(i, j, t), are obtained from Compustat (item A#60). Earnings, ERN(i, j, t), are measured by annual net sales (item A#172 in Compustat). Expenditures on R&D, RND(i, j, t), are taken from annual income statements (item A#46 in Compustat). 1 for the calculations of TRA(i, j, t), INT(i, j, t) and TER(i, j, t). The sampling period runs from 1983 to 1997. The panel data set is unbalanced because records of some ﬁrms in early 1980s are incomplete in either DataStream or Compustat.
2001). Patent counts weighted by forward citations are a common measure of R&D output in those studies. As Trajtenberg (1990) suggests, the number of times a patent is cited by subsequent patents as measured by forward citations can reﬂect technological signiﬁcance for both legal and economic reasons. Most of the related studies in past literature were managed to ﬁnd a positive relationship between R&D expenses and market values. The objective of this study is to examine another important component — knowledge spillovers — that may contribute to the observed inconsistency between market values and book values.
For instance, the computer industry is narrowly deﬁned as comprising personal computers, large-scale computers, software, and storage devices. Thus, a fairly large proportion of the knowledge spillovers shown in Table 1 is supposed to come from other closely related industries, such as semiconductors and computer electronics. 2. Firm-speciﬁc ﬁnancial data Market values, MV(i, j, t), for each ﬁrm in the sample are taken from DataStream (the item code is MV). Market values of both US and non-US ﬁrms are in US dollars.
Advances in quantitative analysis of finance and accounting. / New series. Vol. 2 by Cheng-Few Lee