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Record W1845426130

The Relationship between External and Internal Performance Measures of the Firm: A Panel Cointegration Approach

2010· article· en· W1845426130 on OpenAlexaff
Chawki Mouelhi, Jacques Saint-Pierre

Bibliographic record

VenueSSRN Electronic Journal · 2010
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Reporting and Valuation Research
Canadian institutionsUniversité LavalUniversité du Québec à Rimouski
Fundersnot available
KeywordsCointegrationEconometricsPanel dataRobustness (evolution)EconomicsUnit rootSample (material)ResidualCash flowEarnings per shareMarket shareValue (mathematics)EarningsStatisticsMathematicsAccounting
DOInot available

Abstract

fetched live from OpenAlex

This article uses the recent developments in the econometrics of non-stationary dynamic panel data to re-examine the relationship between external and internal performance measures of the firm. A sample of 420 U.S. firms over the period (1990-2004) is used in the empirical analysis. In addition, four sub-samples are specially designed according to two contextual factors, namely, size of the firm and its life cycle. The panel unit root test of Im, Pesaran and Shin (2003) and the panel cointegration test of Pedroni (2004) were applied on the overall sample and on the four sub-samples to verify the existence of a long term equilibrium between market value added per share (MVA), which is the external performance measure, and four internal performance measures, namely, earnings per share (EPS), cash flow from operations per share (CFO), residual income per share (RI) and economic value added per share (EVA). Our main results show that the cointegration relationship between MVA and EVA is the most powerful, compared to the other models. Also, regardless of the firm-size factor and the firm’s life cycle factor we found the same results. Several explanations are provided for the above findings supported by a robustness analysis using panel error-correction models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.034
Threshold uncertainty score0.767

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.002
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.083
GPT teacher head0.289
Teacher spread0.207 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2010
Admission routes1
Has abstractyes

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