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Correction to: Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?

Financial Innovation volume 6, Article number: 19 (2020) Cite this article

The Original Article was published on 05 February 2020

Correction to: Financ Innov (2020) 6:9

https://doi.org/10.1186/s40854-019-0167-8

After publication of this article (Behera 2020), it is reported this article contained an error in the section ‘Risk-free return (rf)’:

“Beta (β) = COV(r, re)/ V (re), where COV stands for covariance, and V stands for variance”. ‘re’ should be corrected to ‘rm’.

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  1. Institute of Management, Nirma University, B-301 Aditya Greens, Near Sahajanand City Bunglow, Near Sona Cross Road, New C. G Road, S.G. Highway, Ahmedabad, Gujarat, 382424, India

    Sujata Behera

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  1. Sujata Behera
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Correspondence to Sujata Behera.

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Behera, S. Correction to: Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?. Financ Innov 6, 19 (2020). https://doi.org/10.1186/s40854-020-00183-4

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  • DOI: https://doi.org/10.1186/s40854-020-00183-4