Capital markets and valuation models of investment properties. A pre and post crisis analysis

This work analyses the effect of the fair value and historical cost models, optionally applicable under IAS 40 for investment properties on the market value of Spanish groups of real estate listed companies between 2005 and 2018. The results of the application of the Ohlson Model do not suggest any...

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Detalles Bibliográficos
Autores: Horno, María Paz, Licerán-Gutiérrez, Ana, Bautista-Mesa, Rafael
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:España
Institución:Universidad de Jaén
Repositorio:RUJA. Repositorio Institucional de la Producción Científica de la Universidad de Jaén
OAI Identifier:oai:ruja.ujaen.es:10953/1441
Acceso en línea:https://doi.org/10.6018/rcsar.431411
https://hdl.handle.net/10953/1441
Access Level:acceso abierto
Palabra clave:Investment property
Relevance
Ohlson model
Fair value model
Historical cost model
Descripción
Sumario:This work analyses the effect of the fair value and historical cost models, optionally applicable under IAS 40 for investment properties on the market value of Spanish groups of real estate listed companies between 2005 and 2018. The results of the application of the Ohlson Model do not suggest any relationship of financial information with the market value in the pre-crisis and economic crisis periods. However, in the post-crisis period, financial information represented by book value gains relevance, showing a significant positive relationship with the market value of real estate companies, although suggesting a reduction in the asymmetry of financial information in companies using the fair value method.