Regression Analysis: earnings quality of voluntary XBRL filers
1145 In the case of foreign shareholders equity FSH and lagged total accrual TA,
these items have the negative relations to absolute discretionary accruals ADA, APDA and ACDA as various prior studies. According to the efficient monitoring theory, more
sophisticated investors with analytical skills and information capabilities have strong monitoring power so that they suppress a firm‘s incentive to manage earnings Pound,
1988. Different with prior studies, major shareholders MSH fulfill their monitoring role very strongly. Dechow 1994 said that there is a negative relation between accrual
and cash flow caused by different timing of actual cash flow from accounting numbers. But our results of cash flow OCFS are not consistent across three regression models.
Especially the direction with Modified-Jones DA ADA supports the story of above, but other two models are not likely that. On the whole, other control variables show the
consistent patterns in their directions and significances.
. CONCLUSION
We investigated what factors affect firms‘ choices to join in the voluntary program of XBRδ filing in Korea, and whether XBRδ voluntary filers‘ earnings quality
are better than for their control group. We selected firm-specific variables for our empirical model, with regard both to three kinds of firms‘ incentives to participate in the
voluntary program, and to the control matters of firms‘ characteristics. Considering the proper function of the XBRL system within the information process, we also checked
the earnings quality of voluntary XBRL filers in Korea.
1146 Our empirical results show that voluntary XBRL adopters are more likely to
have a lower level of firm performance, that is, continuous earnings growth. The results also show that voluntary XBRL adopters are more apt to do their external financing
activities. The each relationship of the likelihood of early adoption with main auditors and audit report lag suggests that auditors can perform their work in a more efficient
manner with the XBRL system. And also foreign shareholders, the only significant factor among governance proxies, play an important role in firms‘ voluntary adoption of
XBRL system. We also examined whether the earnings quality of voluntary XBRL filers is
better than the control group of companies which do not participate in the voluntary program. The empirical results show that the absolute discretionary accruals of XBRL
filers computed with the modified-Jones Model, the performance-adjusted modified- Jones model and cash flow model are lower than those of the control group, suggesting
that XBRL systems enhance the quality of accounting information. Based on our empirical findings, we conclude, with caution, that firms‘ internal and external controls
of financial information are important in accepting this new financial reporting system. Future study may examine whether XBRL systems reduce the cost of capital or
improve market efficiency by providing better quality accounting information to the financial markets. Our study contributes to building the foundations of further extended
studies about the XBRL system.
1147
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1152
TABLE 1 Sample Distribution by Industries
Industry description Voluntary Filers of
XBRL Matched Pair
Group 1:3 Matching
Services 8
24
Food products 11
33
Non-metallic products 4
12
Chemical products 38
114
Metallic products 23
69
Electronic, information and communication equipment
15 45
Transportation
9 27
Electricity, gas, steam and water supply 2
6
Construction 4
12
Retail 8
24 122
366
1153
TABLE 2 Descriptive Statistics
Variables N
Mean Median
Min Q1
Q3 Max
XBRL 488
0.261 0.000
0.000 0.000
1.000 1.000
FP 488
0.485 0.000
0.000 0.000
1.000 1.000
FIN 488
0.553 1.000
0.000 0.000
1.000 1.000
MSH 488
0.333 0.321
0.059 0.187
0.458 0.681
SSH 488
0.368 0.362
0.134 0.248
0.476 0.668
FSH 488
0.115 0.048
0.000 0.004
0.189 0.471
OBODRD 488
0.370 0.000
0.000 0.000
1.000 1.000
BIG4 488
0.637 1.000
0.000 0.000
1.000 1.000
OARL 488
38.861 40.000
20.000 27.000
48.000 61.000
SIZE 488
19.290 19.056
17.412 18.332
20.009 22.236
OCFS 488
0.045 0.045
-0.114 0.003
0.092 0.184
CUR 488
1.893 1.454
0.535 0.999
2.295 5.638
CLEV 488
-0.007 -0.005
-0.315 -0.089
0.073 0.339
CSALES 488
0.034 0.029
-0.284 -0.067
0.120 0.441
TQ 488
1.102 0.942
0.569 0.778
1.276 2.451
FY 488
35.682 36.000
6.000 27.500
46.000 60.000
DEXP 488
0.008 0.000
0.000 0.000
0.000 0.117
A
DA
488 0.054
0.039 0.003
0.016 0.079
0.180
A
PDA
488 0.072
0.053 0.000
0.011 0.107
0.264
A
CDA
488 0.059
0.043 0.003
0.016 0.086
0.206
LOSS 488
0.199 0.000
0.000 0.000
0.000 1.000
TA 488
-0.025 -0.021
-0.172 -0.065
0.022 0.107
XBRL: 1 if XBRL voluntary filers, or 0; FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more, else 0; BIG4: 4 main audit firms in Korea;
OARL: Audit delay, of calendar days from fiscal year- end to date of the auditor‘s report; SIZEμ Natural logarithm
of total assets; OCFS: Cash flow from operating activities, scaled by total assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t- 1
DR
t-1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export
dependence, foreign salestotal sales; ADA:
Absolute value of
DA from Modified-Jones model; APDA:
Absolute value of
DA from Performance-matched model; ACDA:
Absolute value of
DA from cash flow model; Loss: 1 if NI
t
0, or 0; TA: Total accrual
t-1
, NI
t-1
– OCFS
t-1
1154
TABLE 3 Univariate Tests Results: Voluntary Filers Compared to Matched Pair Group
Voluntary filers of XBRL
Matched Pair Group 1:3 Matching
t FP
0.402 0.514
-2.170
FIN 0.632
0.513 2.740
MSH 0.346
0.328 0.950
SSH 0.360
0.371 -0.770
FSH 0.128
0.091 1.980
OBODRD 0.402
0.358 0.840
BIG4 0.705
0.613 1.880
OARL 37.082
39.488 -1.910
SIZE 19.452
19.020 1.827
OCFS 0.046
0.044 0.190
CUR 1.966
1.867 0.700
CLEV -0.009
-0.006 -0.110
CSALES 0.028
0.036 -0.450
TQ 1.192
1.005 1.950
FY 35.516
35.740 -0.150
DEXP 0.011
0.007 1.330
A
DA
0.045 0.057
-2.670
A
PDA
0.058 0.069
-1.810
A
CDA
0.051 0.063
-2.150
LOSS 0.230
0.188 0.950
TA -0.023
-0.026 0.360
Notes: represent statistical significances at the 0.010.050.10 level. FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more,
else 0; BIG4: 4 main audit firms in Korea; OARL: Audit delay, of calendar days from fiscal year-end to date of the auditor‘s report; SIZEμ Natural logarithm of total assets; OCFSμ Cash flow from operating activities, scaled by total
assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t-1
DR
t-1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export dependence, foreign salestotal sales; ADA:
Absolute value of
DA from Modified-Jones model; APDA:
Absolute value of
DA from Performance-matched model; ACDA:
Absolute value of
DA from cash flow model; Loss: 1 if NI
t
0, or 0; TA: Total accrual
t-1
, NI
t-1
– OCFS
t-1
1155
TABLE 4 Pearson Correlation Analysis
Panel A. Logistic Model: Determinants of Voluntary Filers of XBRL
XBRL FP
FIN MSH
SSH FSH
OBODRD BIG4
OARL SIZE
OCFS CUR
CLEV CSALES
TQ FY
DEXP
1.000 -0.099
0.034 0.045
-0.035 0.054
0.039 0.084
-0.088 0.013
0.009 0.033
-0.005 -0.020
0.012 -0.007
0.069 0.032
0.057 0.327
0.450 0.047
0.396 0.069
0.056 0.078
0.853 0.481
0.917 0.067
0.080 0.883
0.139 1.000
-0.083 -0.006
0.011 0.045
0.063 -0.103
-0.079 -0.016
0.187 0.037
-0.125 0.202
0.125 -0.053
0.012 0.074
0.901 0.815
0.332 0.175
0.026 0.087
0.735 .0001
0.422 0.007
.0001 0.007
0.251 0.788
1.000 -0.146
0.191 0.014
0.047 0.063
0.011 0.248
-0.180 -0.292
0.101 0.087
0.095 0.108
-0.004 0.002
.0001 0.763
0.312 0.172
0.804 .0001
.0001 .0001
0.029 0.061
0.039 0.020
0.935 1.000
-0.505 -0.060
-0.101 0.030
-0.168 -0.012
0.149 0.035
-0.007 -0.008
-0.099 -0.015
-0.017 .0001
0.194 0.029
0.516 0.000
0.789 0.001
0.455 0.888
0.855 0.033
0.748 0.708
1.000 -0.100
0.033 -0.086
0.163 -0.091
-0.279 -0.120
0.016 -0.022
0.195 -0.004
0.037 0.031
0.476 0.062
0.000 0.049
.0001 0.009
0.727 0.639
.0001 0.935
0.428 1.000
0.105 0.287
-0.220 0.527
0.305 0.086
-0.030 0.036
0.157 -0.004
-0.016 0.023
.0001 .0001
.0001 .0001
0.064 0.511
0.436 0.001
0.937 0.735
1.000 0.017
0.000 0.230
0.032 -0.084
0.031 -0.016
0.049 0.028
0.017 0.715
0.994 .0001
0.484 0.070
0.501 0.723
0.289 0.545
0.715 1.000
-0.223 0.349
0.126 -0.033
-0.006 0.031
-0.003 -0.013
-0.107 .0001
.0001 0.007
0.471 0.905
0.503 0.944
0.773 0.021
1.000 -0.272
-0.208 -0.129
0.084 -0.001
-0.017 0.109
0.068 .0001
.0001 0.005
0.071 0.991
0.706 0.018
0.139 1.000
0.251 -0.231
0.017 0.137
0.017 0.081
-0.012 .0001
.0001 0.707
0.003 0.716
0.081 0.801
1.000 0.125
-0.103 0.180
0.078 -0.086
-0.083 0.007
0.026 .0001
0.093 0.063
0.073 1.000
-0.203 -0.097
-0.073 -0.009
0.062 .0001
0.036 0.114
0.841 0.181
1.000 0.199
-0.023 0.035
-0.035 .0001
0.626 0.450
0.454 1.000
0.219 -0.036
-0.095 .0001
0.443 0.041
1.000 -0.201
-0.043 .0001
0.351 1.000
0.024 0.598
1.000 DEXP
CLEV CSALES
TQ FY
OARL
OCFS SIZE
CUR SSH
FSH OBODRD
BIG4 XBRL
FP FIN
MSH
1156
XBRL: 1 if XBRL voluntary filers, or 0; FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more, else 0; BIG4: 4 main audit firms in Korea;
OARL: Audit delay, of calendar days from fiscal year- end to date of the auditor‘s report; SIZEμ Natural logarithm of total assets; OCFSμ Cash flow from operating activities,
scaled by total assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t-1
DR
t- 1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export dependence, foreign salestotal sales
Panel B. Regression Model: Earnings Quality of Voluntary Filers of XBRL
XBRL MSH
FSH SIZE
OCFS CUR
CSALES ADA
APDA ACDA
LOSS TA
0.045 0.054
0.013 0.009
0.033 -0.020
-0.110 -0.034
-0.053 0.046
0.016 0.327
0.047 0.078
0.853 0.481
0.067 0.017
0.067 0.049
0.323 0.729
-0.060 -0.012
0.149 0.035
-0.008 -0.046
-0.041 -0.126
-0.018 -0.068
0.194 0.789
0.001 0.455
0.855 0.323
0.381 0.006
0.700 0.141
0.527 0.305
0.086 0.036
-0.064 -0.003
-0.065 -0.151
-0.040 .0001
.0001 0.064
0.436 0.164
0.954 0.163
0.001 0.392
0.251 -0.231
0.137 -0.143
0.004 -0.172
-0.231 0.049
.0001 .0001
0.003 0.002
0.939 0.000
.0001 0.295
0.125 0.180
-0.228 -0.075
-0.114 -0.444
-0.410 0.007
.0001 .0001
0.107 0.013
.0001 .0001
-0.097 -0.022
-0.055 0.105
-0.104 0.020
0.036 0.640
0.232 0.023
0.024 0.667
0.012 0.054
0.127 -0.221
0.104 0.790
0.241 0.006
.0001 0.024
0.306 0.289
0.197 0.040
.0001 .0001
.0001 0.392
0.085 0.139
0.003 0.067
0.003 0.955
0.062 0.046
0.183 0.325
-0.331 .0001
SIZE1 XBRL
MSH FSH
TA LOSS
ACDA APDA
1.000 1.000
1.000 1.000
OCFS
1.000 1.000
1.000
ADA CSALES
CUR
1.000 1.000
1.000 1.000
1.000
ADA:
Absolute value of
DA from Modified-Jones model; APDA:
Absolute value of
DA from Performance-matched model; ACDA:
Absolute value of
DA from cash flow model; XBRL: 1 if XBRL voluntary filers, or 0; SIZE: Natural logarithm of total assets; Loss: 1 if NI
t
0, or 0; CUR: Current ratio, current assets divided by current liabilities; MSH: of major shareholders; FSH: of foreign shareholders; TA: Total accrual
t-1
, NI
t-1
– OCFS
t-1
; OCFS: Cash flow from operating activities, scaled by total assets; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
1157
TABLE 5 Logistic Analysis: Dependent var: XBRL1,0
Panel A. Financial Incentives Var.
Estimate Wald
ChiSq Pr ChiS
q Estimate
Wald ChiSq
Pr ChiS q
Estimate Wald
ChiSq Pr ChiS
q Intercept
-1.512 17.650
0.000 -1.355
15.530 0.000
-2.056 18.225
0.000
FP -0.520
5.086 0.024
-0.510 4.916
0.027
FIN 0.177
8.544 0.015
0.145 7.371
0.024
SIZE 0.034
10.138 0.001
0.021 10.052
0.008 0.050
9.290 0.009
OCFS 0.524
0.099 0.753
0.776 0.226
0.635 -0.055
0.001 0.973
CUR 0.043
0.239 0.625
0.055 0.412
0.521 0.044
0.256 0.613
CLEV
-0.133 6.032
0.058 -0.144
7.038 0.045
0.119 7.027
0.070
CSALES 0.137
0.038 0.846
0.112 0.026
0.873 -0.184
0.074 0.786
TQ 0.031
9.018 0.009
0.011 9.002
0.010 -0.007
9.001 0.010
FY -0.002
0.070 0.792
-0.003 0.121
0.729 -0.002
0.048 0.826
DEXP 5.390
2.266 0.132
5.404 2.284
0.131 5.039
2.018 0.155
ID
Included Included
Included
Likelihood Ratio
145.090 .0001
132.410 .0001
136.550 .0001
XBRL: 1 if XBRL voluntary filers, or 0; FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more, else 0; BIG4: 4 main audit firms in Korea;
OARL: Audit delay, of calendar days from fiscal year- end to date of the auditor‘s report; SIZEμ Natural logarithm of total assets; OCFSμ Cash flow from operating activities,
scaled by total assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t-1
DR
t- 1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export dependence, foreign salestotal sales
1158
Panel B. Corporate Governance Incentives
Var. Estimate
Wald ChiSq
Pr ChiSq Estimate
Wald ChiSq
Pr ChiSq Estimate
Wald ChiSq
Pr ChiSq Estimate
Wald ChiSq
Pr ChiSq Estimate
Wald ChiSq
Pr ChiSq Intercept
-0.668 16.093
0.000 -2.182
13.359 0.000
-1.742 10.866
0.000 -0.749
14.125 0.000
-1.671 15.802
0.000
MSH 0.684
0.894 0.344
0.586 0.874
0.350
SSH -0.034
0.001 0.970
-0.475 0.356
0.551
FSH 1.102
4.427 0.072
1.013 5.224
0.069
OBODRD 0.223
0.944 0.331
0.190 0.701
0.402
SIZE 0.041
3.150 0.099
0.041 3.206
0.065 0.037
4.167 0.028
0.022 3.042
0.084 0.022
4.055 0.041
OCFS -0.447
0.072 0.789
-0.072 0.002
0.964 -0.081
0.002 0.961
-0.151 0.009
0.926 0.171
0.011 0.915
CUR 0.029
0.111 0.740
0.054 0.397
0.529 0.049
0.322 0.570
0.032 0.131
0.717 0.054
0.408 0.523
CLEV -0.021
-5.800 0.008
-0.102 6.020
0.004 -0.095
5.017 0.010
-0.063 5.008
0.013 -0.077
4.011 0.015
CSALES -0.068
0.010 0.922
-0.195 0.082
0.775 -0.211
0.096 0.757
-0.133 0.038
0.846 -0.163
0.058 0.810
TQ 0.072
9.088 0.001
0.003 10.000
0.001 0.007
9.501 0.001
0.075 11.100
0.001 0.039
13.028 0.000
FY -0.002
0.069 0.792
-0.002 0.066
0.797 -0.002
0.071 0.790
-0.002 0.077
0.782 -0.002
0.094 0.759
DEXP 5.083
2.038 0.153
5.068 2.038
0.153 5.077
2.048 0.152
5.081 2.051
0.152 5.021
2.003 0.157
ID Included
Included Included
Included Included
Likelihood Ratio
211.360 .0001
208.450 .0001
218.470 .0001
198.780 .0001
202.660 .0001
XBRL: 1 if XBRL voluntary filers, or 0; FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more, else 0; BIG4: 4 main audit firms in Korea;
OARL: Audit delay, of calendar days from fiscal year- end to date of the auditor‘s report; SIZEμ Natural logarithm of total assets; OCFSμ Cash flow from operating activities,
scaled by total assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t-1
DR
t- 1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export dependence, foreign salestotal sales
1159
Panel C. Auditing Incentives Var.
Estimate Wald
ChiSq Pr ChiS
q Estimate
Wald ChiSq
Pr ChiS q
Estimate Wald
ChiSq Pr ChiS
q Intercept
-0.279 8.018
0.001 -1.090
9.331 0.001
-0.259 10.016
0.000
Big4 0.445
3.173 0.075
0.493 3.976
0.046
OARL -0.016
3.921 0.011
-0.018 3.145
0.063
SIZE 0.063
4.403 0.003
0.024 5.062
0.001 0.013
4.020 0.009
OCFS -0.100
0.004 0.951
0.116 0.005
0.943 -0.068
0.002 0.966
CUR
0.016 0.035
0.851 0.042
0.236 0.628
0.025 0.080
0.777
CLEV -0.131
7.032 0.006
-0.083 8.013
0.001 -0.164
6.051 0.008
CSALES -0.093
0.019 0.892
-0.145 0.045
0.832 -0.151
0.049 0.825
TQ 0.019
13.006 0.001
0.016 10.005
0.001 0.027
12.013 0.001
FY 0.000
0.000 0.998
-0.002 0.048
0.827 0.000
0.001 0.981
DEXP
6.445 3.157
0.076 6.025
2.791 0.095
5.634 2.484
0.115
ID Included
Included Included
Likelihood Ratio
178.110 .0001
167.205 .0001
188.640 .0001
XBRL: 1 if XBRL voluntary filers, or 0; FP: Firm performance, 1 if NI
t
NI
t-1
, or 0; FIN: New external financing, 1 if [the issue of bonds or equities]
t or t-1
, or 0; MSH: of major shareholders; SSH: of minor shareholders; FSH: of foreign shareholders; OBODRD: 1 if outside directors 25 or more, else 0; BIG4: 4 main audit firms in Korea;
OARL: Audit delay, of calendar days from fiscal year- end to date of the auditor‘s report; SIZEμ Natural logarithm of total assets; OCFSμ Cash flow from operating activities,
scaled by total assets; CUR: Current ratio, current assets divided by current liabilities; CLEV: Change of debt ratioDR=total liabilities divided by total assets, DR
t
– DR
t-1
DR
t- 1
; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
; TQμ Tobin‘s Q, { of common-shares outstandingclosing price+total liabilities}total assets; FY: Listing period on a stock exchange; DEXP: Export dependence, foreign salestotal sales
1160
TABLE 6 Regression Analysis: Dependent var: Earnings Quality
Dep. Var. ADA
APDA ACDA
Variable Parameter
t Value Pr |t|
Parameter t Value
Pr |t| Parameter
t Value Pr |t|
Intercept 0.138
3.150 0.002
0.008 3.130
0.006 0.212
4.300 .0001
XBRL -0.013
-2.570 0.011
-0.007 -2.880
0.008 -0.006
-2.050 0.029
SIZE -0.004
-1.720 0.087
-0.003 -2.790
0.004 -0.007
-2.640 0.009
LOSS 0.016
1.930 0.054
0.034 2.850
0.005 0.004
2.450 0.007
CUR 0.000
-0.080 0.936
-0.002 -0.710
0.480 0.005
2.210 0.027
MSH -0.001
-2.100 0.092
-0.009 -2.470
0.064 -0.032
-2.140 0.033
FSH
-0.029 1.990
0.014 -0.007
-2.250 0.010
-0.013 -2.600
0.006
TA -0.018
4.400 .0001
-0.088 5.340
.0001 -0.003
-5.060 .0001
OCFS 0.112
1.310 0.021
-0.063 0.880
0.380 -0.074
-1.370 0.173
CSALES 0.019
1.370 0.171
0.020 0.980
0.328 0.059
3.880 0.000
ID Included
Included Included
F
3.210 .0001
3.300 .0001
3.010 .0001
Adj R-Sq 0.078
0.082 0.072
ADA:
Absolute value of
DA from Modified-Jones model; APDA:
Absolute value of
DA from Performance-matched model; ACDA:
Absolute value of
DA from cash flow model; XBRL: 1 if XBRL voluntary filers, or 0; SIZE: Natural logarithm of total assets; Loss: 1 if NI
t
0, or 0; CUR: Current ratio, current assets divided by current liabilities; MSH: of major shareholders; FSH: of foreign shareholders; TA: Total accrual
t-1
, NI
t-1
– OCFS
t-1
; OCFS: Cash flow from operating activities, scaled by total assets; CSALES: Change of sales, total sales
t
-total sales
t-1
total sales
t-1
1161