The time series properties of financial ratios: Lev revisited

Keyphrases

• Accounting Research 16%
• Auditors 16%
• Classical Regression 16%
• Conditioning Variable 16%
• Corporate 16%
• Explanatory Variables 16%
• Finance Research 16%
• Financial Ratios 100%
• Firm Decisions 16%
• Firm Investment 16%
• I(1) 16%
• Implicit Assumptions 16%
• Investment Decisions 16%
• Linear Means 16%
• Mean-reverting Process 16%
• Non-stationarity 16%
• Process Integration 16%
• Random Walk 33%
• Ratio Difference 16%
• Regression Method 16%
• Remedial Actions 16%
• Size Distortion 16%
• Stationarity Test 16%
• Time-series Properties 100%

Economics, Econometrics and Finance

• Finance 16%
• Financial Ratio 100%
• Investment Decision 16%
• Mean Reversion 16%
• Time Series 100%