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Changes in the value-relevance of earnings and book values over the past forty years
Journal article   Peer reviewed

Changes in the value-relevance of earnings and book values over the past forty years

Daniel W. Collins, Edward L. Maydew and Ira S. Weiss
Journal of accounting & economics, Vol.24(1), pp.39-67
12/01/1997
DOI: 10.1016/S0165-4101(97)00015-3

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Abstract

This paper investigates systematic changes in the value-relevance of earnings and book values over time. We report three primary findings. First, contrary to claims in the professional literature, the combined value-relevance of earnings and book values has not declined over the past forty years and, in fact, appears to have increased slightly. Second, while the incremental value-relevance of ‘bottom line’ earnings has declined, it has been replaced by increasing value-relevance of book values. Finally, much of the shift in value-relevance fiom earnings to book values can be explained by the increasing frequency and magnitude of one-time items, the increasing frequency of negative earnings, and changes in average firm size and intangible intensity across time.
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