We examine the question of whether investment causes earnings, or that earnings cause investments. We apply Granger Causality to test the question empirically.
Autoregressive Modelling of Earnings Investment Causality,' Journal of Finance, Vol. 42, No. 1. (1987), pp. 11–28.
BAR-YOSEF, SASSON;
1987
Abstract
We examine the question of whether investment causes earnings, or that earnings cause investments. We apply Granger Causality to test the question empirically.
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