BY


ROSEMARY O. OBASI
Department of Accounting, Benson Idahosa University, Benin, Edo State

MERCILINA C. EKWUEME
Department of Accounting, Nnamdi Azikiwe University, Awka, Anambra State.

&
NKECHIYEM H. OSUYALI
Department of Accounting, Benson Idahosa University, Benin, Edo State


ABSTRACT
The study assessed the impact of IFRS accounting numbers on value relevance in quoted companies in Nigeria. The objective of this study is to determine if the adoption of lFRS has improved value relevance of quoted companies in Nigeria. The researchers adopted the use of secondary data by way of annual reports of the quoted companies in Nigeria. The Taro Yamani formula was used to derive the sample size from the population of one hundred and eighty-three quoted companies on the floor of the Nigerian Stock Exchange from which a sample size of one hundred and twenty-six companies with error limit of five percent appropriate for the study was adopted. We adopted the cross sectional and longitudinal design and thus compared the pre-IFRS and post IFRS financial statements for over a period of six years (2008-2013). In analyzing, the regression analysis was used. Findings from the analysis showed that there is no significant impact on the value relevance of IFRS financial statement. The study therefore recommends that companies should ensure that reporting model is amended to suit disclosures and reporting requirements of IFRS.

KEYWORDS: Value relevance, IFRS Financial statement, Pre-IFRS, Post-IFRS,  
                      Accounting numbers

        INTRODUCTION
Information emanating from financial reporting is regarded as useful when it faithfully represents the “economic substance” of an organization in terms of relevance, reliability, and comparability (Spiceland, Sepe & Tomassini, 2001). High quality accounting information is essential for well functioning capital markets and economy as a whole and as such should be of importance to investors, companies and accounting standard setters (Hellstron, 2005). Financial statements still remain the most important source of externally beneficial information in companies; it serves as a mirror to the investor. Investors are not in a position to directly access the performance of the company in which they are intended to invest, they usually depend on the financial statements prepared by the management of the company. Rational investors use those financial reports and disclosures, among other publically available information to assess the risk and the value of the firm. Accounting data, such as earnings per share, is termed value relevant if it is significantly related to the dependent variable, which may be expressed by price, return or abnormal return (Gjerde, Knivsfla & Saettem, 2007).  Nevertheless, financial statement is to provide information about a company in order to make better decisions for users particularly the investors (Germon and Meek, 2001). It should also increase the knowledge of the users and give a decision maker the capacity to predict future actions.
The concept of value relevance has been defined as the ability of accounting numbers to summarize the information underlying the stock prices, thus the value relevance is indicated by a statistical association between financial statement and prices or returns (Jianwei & Chunjiao, 2007) . Studies on value relevance of accounting information are motivated by the fact that quoted companies use financial statements as one of the major media of communication with their equity shareholders and public at large (Vishnani & Shah, 2008).  Value relevance is seen as proof of the quality and usefulness of accounting numbers and as such, it can be interpreted as the usefulness of accounting data for decision-making process of investors and its existence is usually by a positive correlation between market values and book values (Takacs, 2012).
This study investigates the value relevance of IFRS financial statement in quoted companies in Nigeria under the Nigerian stock exchange for over a period of 6 years in the pre and post financial periods of IFRS application from 2008 to 2013. Thus, the following questions drive the thrust of this study;
1.         To what extent has the adoption of IFRS improved value relevance in quoted companies in Nigeria?
2.         Is there a significant value relevance variable in the pre and post IFRS financial statement?
The central purpose of carrying out the research work is to capture the impact of value relevance on IFRS financial statements in quoted companies in Nigeria. To achieve this, the following strategic objectives are adopted:
1.         To determine if the adoption of IFRS has improved value relevance in quoted companies in Nigeria.
2.         To identify the most significant value relevance variable in pre and post IFRS financial statement. 
The research question gave rise to the following hypothesis;
1.         H0: IFRS adoption has not improved value relevance in quoted companies in Nigeria.
H1: IFRS adoption has improved value relevance in quoted companies in Nigeria.
2.         H0: There is no significant value relevance variable in the pre and post IFRS financial statement.
H1: There is a significant value relevance variable in the pre and post IFRS financial statement.
Investors, capital market analyst and speculators are always concerned about the value relevance of financial statement especially in predicting the market value of firms. Therefore a study of this nature that examines the value relevance of accounting information will be immensely beneficial as it will help consolidate or refute where necessary whatever perceptions that investors have about the capital market.
2.  THEORETICAL FRAMEWORK
From past experience, it is known that investors may temporarily pull financial price away from their long term trend level. Over reactions may occur, so that excessive optimism (euphoria) may drive prices unduly high or excessive pessimism may drive prices unduly low. New theoretical and empirical arguments have been put forward against the notion that financial markets are efficient. Market efficiency depends on the ability of traders to devote time and resources to gathering and disseminating information. Markets that are more efficient attract more investors, which translate into increased market liquidity (Osei, 1998). Investors care about market efficiency because stock price movements affect their wealth. More generally, stock market inefficiency may affect consumption and investment spending and therefore influence the overall performance of the economy (Adelegan, 2009). A market is efficient with respect to publicly available information if it is impossible to make an economic profit by trading on the basis of the information set (Jensen, 1978). The efficiency tests, therefore, consist of measuring the ability of the market to anticipate new information and the speed with which it adjusts to such data. The efficient market hypothesis (EMH) has been the subject of consideration. Most evidence in Nigeria, however, indicates that the Nigerian capital market is efficient in the weak form efficient (Adelegan, 2004). The success or failure of management decision can be evaluated only in the light of the impact of firm stock prices (Remi, 2005). Moreover, Shiller (2000) supports that stock prices are very much uncertain and this may not be true because firm’s fundamentals may to a great extent influence stock prices. This argument is supported by early rejection of a random walk theory by Porterba and Summer (2000) who argue that there is little theoretical basis for strong attachment to the null hypothesis that stock prices follow a random walk.

2.1            Related Studies
2.1.1         Share Price and Return on Equity (ROE)
Shareholders are concerned about their return on investment. Return on equity is the company's profit after tax divided by the percentage rate of net assets. The indicators reflect the level of shareholders’ equity income, measuring the shareholders into the company's unit capital receive profits, which companies create value for shareholders, to measure the efficiency of the companies using its own capital. In theory, the higher the modified index values, the better the performance of the company will be. However, Pratomo and Ismail (2006) stated that management that has the knowledge to make a company profitable also has the knowledge and understanding of financial reporting, which leads to more market share price. Galani, Gravas and Stavropoulos (2011) also stated that when performance is high and the company achieves a high margin of profit, the managerial groups are motivated to report more information in order to show off good reputation to the consumers, shareholders, investors and other stakeholders’ stock prices. Similarly, the study of Azeem and Kouser (2011) showed significant positive relation with stock price and return on equity. Also, Liu and Hu (2005) study found that Return on equity is positively related with stock prices of the firms. They further explained that when management are performing efficiently and utilizing the resource powerfully and gives good returns on investment it will affect stock price positively otherwise it has negative effect on stock price. Zhao,(2013) revealed that in developed stock markets, investors fully obtain enterprise value on the basis of relevant information to invest in listed companies. In pursuit of maximization of investment wealth, the investors are driven by their preference for the good performance.
2.1.2        Share Price and Earnings per Share (EPS)
The term earnings per share (EPS) represents the portion of a company’s earnings, net of taxes and preferred share dividends, which is allocated to each ordinary share holder. Earnings per share (EPS) is widely considered to be the most popular method of quantifying a firm’s profitability and is the industry standard in determining corporate profitability for shareholders.  EPS is a carefully scrutinized metric that is often used as a barometer to gauge a company’s profitability per unit of shareholder ownership. As such, EPS is a key driver of share prices. The firm stock prices have direct purview in the managerial efficiency which is one of the signals of firm performances (Remi 2005). One of the components of this firm performance is earning per share (EPS). EPS is one of the measures of managerial efficiency as well as firm performance. Shiller (2000) argued that stock prices can be viewed as a prediction of investors earnings, therefore, it is reasonable that the variation in prices should be no greater than variation in firm EPS.  Ball and Brown (2001) conducted a study to investigate the annual association between annual change in stock prices and annual changes in firms EPS. The result obtained shows that annual changes in stock prices cause firm EPS to change in the following year.  Chang and Wang (2008) conducted a study using Ohlson (1995) model on Taiwan firms in 2004. The result indicates that firms’ stock prices movement has a positive significant relationship with firm EPS. In the same vein, Chetty, Rosenberg and Saez (2007) explained that stock prices change behavior when firms’ EPS are announced.
2.3.3         Share Price and Return on Assets (ROA)
Another important measure of firm performance is return on assets (ROA). For firms with similar business risk profiles, pretax ROA is a useful statistic for comparing the performance of firms because it avoids distortions that are introduced by differences in capital structure and complications in the tax laws (Srijaroen & Jiang, 2011). In the stock market, Ghosh, Nag, and Sirnmans (2000) confirmed that ROA is widely used by market analysts as a measure of financial performance, as it measures the efficiency of assets in producing income. Mishra,Wilson and Williams (2009) indicated that returns on assets (ROA), a measure of financial performance commonly utilized in the firm management literature, is the ratio of net firm income plus interest payment to total assets.
Many studies that investigate performance are concerned with distinguishing between the effects of market concentration and stock efficiency on performance (Berger, 1995). Rao, and Syed (2007) confirmed negative relationship between financial market stock and performance. While, Quang and Xin, (2014) stated that capital structure is significantly inversely correlated with firms’ financial performance (as a measure of ROA).
2.3.4        Share Price and Dividend per Share (DPS)
Dividend is a widely researched area but still its fathom has to be explored as numerous questions remain unanswered. The question of “Why do corporations pay dividends?” has puzzled researchers for many years. Despite the extensive research devoted to solve the dividend puzzle, a complete understanding of the factors that influence dividend policy and the manner in which these factors interact is yet to be established. Allen, Bernardo and Welch (2000) stated that although a number of theories have been put forward in the literature to explain their pervasive presence, dividends remain one of the thorniest puzzles in corporate finance. The dividend decision is taken after due considerations to number of factors like legal as well as financial. Garuba (2014), investigated the impact of dividend per share on common stock returns of some selected manufacturing firms listed on the Nigerian Stock Exchange (NSE), using linear regression model. The finding reveals that dividend-per-share affects the stock returns of the selected manufacturing firms listed on the NSE. He further explained that the powers for evaluating the impact of dividend-per-share on the stock returns of the manufacturing firms listed on the NSE relies on  the appropriate linear and quadratic stock returns pricing models. Jirapon and Ning (2006) also find inverse association between dividends payout and shareholders’ right, indicating that firms pay higher (lower) dividends where shareholders’ rights are weak (strong). Firth (1996) examines the effect of relatively large dividend changes on the stock market reactions and earnings forecast revisions of announcing companies and their rivals. His results show that dividend increase, produce a significant positive effect on stock prices while dividend reductions, produce negative effects on stock prices and forecast revisions of both the announcing companies and their rivals. While La Porta, Lopez-de-Silanes, Shleifer and Vishny (2000) explained that firms with weak shareholders’ rights need to establish a reputation for not exploiting shareholders.
3. METHODOLOGY
The researchers made use of the cross sectional and longitudinal research designs this entails the comparison of the pre-IFRS and post-IFRS performance valuation in order to sort out the existence of casual effects of one or more independent variables upon a dependent variable of various companies at a given point of time. This design is best suitable for this study as a cross section of Nigerian listed companies will be selected for the analysis over a period of time.
The population of the study consists of all quoted company on the floor of the Nigerian stock exchange. The researchers were able to collect complete data for 29 companies for the periods of interest. The variables obtained includes earnings per share, return on equity, dividend per share, return on asset from 2008-2013.
Model 1: Value relevance of IFRS financial statement
MKTPjt = α0 + α1ROEjt + α2EPSjt+ α3DPSjt+ α4ROAjt +ejt- ------------------------------- (1)
Where
MKTPjt   = the market price per share (SP) of firm j at time t
α0 = Constant or intercept.
ROEjt = return on equity of firm j at year t
EPSjt = Earnings per shares of firm j at year t
DPSjt=dividend per share of firm j at year t
ROAjt=return on assets of firm j at year t
É›jt    = Error term
4.         Data Presentation
The descriptive result of the data collected is shown in table1.

Table1: Descriptive result of data collected

PRE-SP
POST-SP
PRE-DPS
POST-
DPS
PRE –
EPS
POST-             EPS
     PRE-
     ROA
POST    - ROA
PRE- ROE
POST- ROE
MEAN
44.79
65.10
91.82
102.26
180.38
207.56
0.34
0.35
0.30
0.25
MEDIAN
21.03
26.06
41.67
66.67
110.33
138.67
0.18
0.2
0.24
0.22
MAXIMUM
266.5
664
720
575
953.67
1023.33
1.64
1.82
0.82
0.6
MINIMUM
1.7
1.46
0.1
0.1187
0.02
0.05
0.02
0.01
0.09
0.04
STD.DEV
66.51
128.4
154.60
145.08
234.43
266.64
0.45
0.47
0.19
0.15
SKEWNESS
2.16
3.77
2.91
2.39
2.20
1.95
2.08
1.99
1.48
0.70
KURTOSIS
6.60
17.72
11.25
8.17
7.53
6.40
5.91
5.72
4.50
2.51
JARQUE-BERA
38.12
330.4
123.11
59.85
48.25
32.35
31.01
28.05
13.33
2.68
PROBABILITY
5.28
0
0
0.00
0.000
9.46
1.85
8.11
0.001
0.26
OBSERVATION
29
29
29
29
29
29
29
29
29
29
From table 1 above, the result shows that POST IFRS companies share price, DPS, EPS, and ROA on the average is higher than those of the PRE IFRS (POST IFRS α= ₦65.10; ₦102.26; ₦207.56; & 0.35 respectively against PRE-IFRS α =₦44.79; ₦91.82; ₦180.38 &₦0.34 respectively).however the pre-IFRS return on equity is higher than those of the post IFRS (i.e. pre-ifrs α=₦0.30 against ₦0.25 of post ROE).From the observations, the researchers decided to carry out other analysis to further observe the characteristics of the data generated.
4.1       Data Analysis
The data collected were analyzed using correlation analysis. This is to ascertain if the pre and post data associate positively or not.
Table 2: Correlation Analysis of dependent and independent variables

PRE SP
POST SP
PRE DPS
POST DPS
PRE EPS
POST EPS
PRE ROA
POST ROA
PRE ROE
POST ROE
PRE SP
1









POST SP
0.8609
1
PRE DPS
0.4290
0.1886
1
POST DPS
0.4025
0.2099
0.9362
1
PRE EPS
0.3751
0.1831
0.9172
0.9738
1
POST EPS
0.3610
0.191
0.901
0.9689
0.9708
1
PRE ROA
0.0735
0.0318
0.0743 
0.0278
0.0542
0.0445
1

POST ROA
0.0319
0.0189
0.0223
0.0889
0.1204
0.0945
0.0945
1
RE ROE
0.3785
0.5244
0.0441
0.0908
0.1822
0.1241
0.1212
0.1636
1
POST ROE
0.5190
0.5466
0.2264
0.1363
0.1267
0.1578
0.0045
0.0308
0.4827
1
Source: fieldwork (2015) Eviews result
The key variables from the above table are the post-share price and pre-share price. The result shows that there is a positive association between both variables implying that, as the share price of the pre-IFRS increase, the share price of post-IFRS also increased across the periods. This association i.e. represented by r =0.8609 i.e. 86% of the company’s share price in both pre and post increased. Based on this analysis, we cannot say any of these periods affected the value relevance of financial statement.

4.2       Test of Hypothesis
The first hypothesis of this study was tested using the regression analysis. This is because it enables the study to ascertain whether IFRS adoption influenced value relevance of financial statement.
1.                  Ho: IFRS adoption has not improved value relevance in quoted companies in Nigeria.
H1: IFRS adoption has improved value relevance in quoted companies in Nigeria.
The researcher tested the hypothesis above using the following model:
PRESP= f pre (ROA, ROE, DPS, EPS)---------------------------------------------Eq I
POSTSP= f post (ROA, ROE, DPS, EPS)-------------------------------------------Eq II
PRESP= α+ β1 (ROA) +β2 (ROE) +β3 (DPS) +β4 (EPS)
POSTSP= α+β1 (ROA) +β2 (ROE) +β3 (DPS) +β4 (EPS)
Table 3: OLS Result
Dependent Variable: PRESP (POSTSP)
Variables
Coeff
T-stat
Prob.
PRE-IFRS
POST-IFRS




R2
(Adj R2)
F-Stat.
(Prob.)
R2
(Adj R2)
F-Stat
(Prob)
Coef.
-13.62
(-57.33)

-0.5155
(-1.2310)
0.6109
(0.230)
0.37
(0.27)
3.5304
(0.02)
0.33
(0.22)
2.9450
(0.04)
PPREROA
(POSTROA)
-20.66
-61.98
-0.8214
(-0.1620)
0.4195
(0.873)

PREROE
(POSTROE)
151.60
(465.13)
2.5334
(3.1803)
0.0182
(0.004)
PREDPS
(POSTDPS)
0.13
(-7.40)
0.6796
(0.8156)
0.5033
(0.423)
PREEPS
(POSTEPS)
0.05
(-0.21)
0.3710
(-0.6352)
0.7139
(0.531)
 Source: Fieldwork (2015) Eviews Results
From table 3 above, we discover that pre & post ROA have negative impact on value relevance and post-IFRS DPS & EPS have negative impact on value relevance. The implication is that, the higher these variables the lower the companies share prices, which means that, the adoption of IFRS has not affected investors to demand for companies’ shares which would have increased the share price. Although these observations are not significant since the probability of these variables are all above 5 % (i.e. prob for ROA is pre=0.4195 post = (0.873) while post EPS&DPS are (0.531) & (0.423) respectively. On the other hand the pre-IFRS EPS, DPS; ROE are all positively impacting on value relevance (i.e. 0.05, 0.13& 151.60) respectively. This is because as they increase in value the companies’ share prices also increased. By implication, they affect the share prices positively.
Also from R2 and (Adjusted R2) showed the extent to which the systematic variation in value relevance is explained jointly by the predictive variables. Therefore, this study’s result shows that there is 22% to 33% impact (adj r2 =0.22 and r2 =0.33) for the post-IFRS period while the pre-IFRS shows 27% to 37% impact (adj r2 =0.27 and r2 =0.37). This result has shown that the financial statement variables explained value relevance more in the pre-IFRS era more than in the post era.
OLS is based on ordinary linearity assumption. The test for linearity is shown in the F test and its probability result. The result on table 3 shows that there is a linear relationship between the variables which are significant at 5% (F=3.5304; Prob = 0.04). This result shows the Pre-IFRS era as having a better explanatory effect on value relevance.
2.    H0: There is no significant value relevance variable in the pre than in the post IFRS financial statement.
H1: There is a significant value relevance variable in the pre than in the post IFRS financial statement.
We intend to find the variable that has the highest effect on value relevance on both periods. To achieve this objective, the regression analysis lays an important role, since it reports the effect of the independent variables on the dependent variable. From the result in table3 above, we observe that the variable ROE has positive impact on the value relevance during both periods under study (PREROE =151.60; POSTROE =465.13) and they are both significant at 5% (i.e. 0.0182 (0.004) respectively). Thus, ROE is the most impacting variable. However it had the greater impact in the post-IFRS period. In view of the above, we refuse to reject the H0 while H1 is rejected, this means that return on equity is significantly greater upon the adoption of IFRS.
3.    H0: There is no difference in the value relevance of the pre and post IFRS financial statement.
H1: There is a difference in the value relevance of the pre and post IFRS financial statement.
We conducted a t-test to ascertain whether there is a difference between the value relevance of the financial statement of both periods. Table 4 below shows the result.
Table 4 Result of t-test statistic

N
α
Std.dev
Std
Error
Mean
tcalc
Df
significance
Postsp
29
65.0952
128.3906
23.8415
1.389
28
0.176
Presp
29
44.7866
66.5164
12.3518
  Source: Fieldwork (2015) Eviews Results
From the table, the test result shows that tcalc = 1.389 while the critical value of         2-tailed t = 2.0484. The decision therefore is that we fail to reject the null hypothesis hence, we say, there is a difference between the value relevance that investors attach to pre-IFRS financial statement than that of the post-IFRS financial statement. Though this finding is not statistically significant at 5% (i.e. prod = 0.176). Thus, H1 is accepted while the H0 is rejected, indicating that there is a difference in the value relevance of the pre and post IFRS financial statement.
5.  FINDINGS, CONCLUSION AND RECOMMENDATONS

From the result of the analysis, it was discovered that IFRS has not improved value relevance in quoted companies in Nigeria. Table 3 showed that the pre & post ROA have negative impact on value relevance (i.e. Prob for ROA is Pre= 0.4195,Post=0.873), this finding is not consistent with Garuba (2014), Jirapon and Ning (2006) .While on the other hand the pre-IFRS  EPS, ROE are all positively impacting on the value relevance (i.e. 0.05,0.13 & 151.60). Also, the result has shown that the financial statement variables explained value relevance in the pre-IFRS era more than the post-IFRS in findings of Takacs (2012), it was discovered that during IFRS era, firms tend to exhibit higher values on a number of profitability measures such as EPS, DPS, ROA this tends to show disagreement with the researchers findings and this is explained by a number of factors such as quality of management, global and local economic conditions, business performance during the years under review (2008-2013).  The test for linearity is shown in the f-test and its probability results. The result on table 3 shows that a linearity relationship exist between the variables and significant at 5 % (F =3.5304; prob = 0.02) in the pre-IFRS while it is also 5% significant in the post IFRS (F =2.945; Prob = 0.04). This result showed the pre era as having a better explanatory effect on value relevance.
Also the result shows that there is a significant value relevance variable in the pre and post IFRS financial statement. From the table 3 it was observed that the ROE has positive impact during both periods under study (PREROE =151.60; POSTROE =465.13) and they are both significant at 5% (i.e. 0.0182 (0.004) respectively). Thus, ROE is the most impacting variable but had the greater impact in the post-IFRS periods. This finding is consistent with liu and Hu (2005).  
The study also shows that from t-test statistic result in table 4 the result showed a lesser tcalc = 1.389 while the critical value of 2-tailed t = 2.0484. The decision is that we fail to reject the null hypothesis hence there is a difference between the value relevance that investors attach to pre-IFRS financial statement than that of the post-IFRS financial statement though this finding is not statistically significant at 5% (i.e. prob = 0.176).

5.1       Conclusion
This research work examines the value relevance of IFRS financial statement in quoted companies in Nigeria. Value relevance is seen as a proof of the quality of accounting numbers and as such it can be interpreted as the usefulness of accounting data for decision making process of investors. The study has made an immense contribution to the value relevance literature by examining the value relevance of IFRS financial statement in quoted companies in Nigeria. The results demonstrate that, so far, there has been no impact of IFRS financial statement in quoted companies in Nigeria. Four variables were used to ascertain their impact on share price in quoted companies in Nigeria. Among the four variables, return on equity is the most significant value relevant variable in the pre and post IFRS financial statement. Therefore, we conclude that IFRS has not improved value relevance in the country. 
5.2       Recommendation
Following the study’s findings, these recommendations are presented which may be of use to National Standard Setters, preparers of accounting information and investors;
1.               Companies should ensure that existing business reporting model is amended to suit disclosure and reporting requirement of IFRS.
2.                National accounting standard setters and preparers of accounting information should make effort toward improving the quality of DPS & EPS information which is the most widely used performance variable in Nigeria for investment decision.
3.               The accounting standards setters should enhance the compliance of the financial reporting standard requirements in order to increase the value relevance of IFRS financial statements. 
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