Purpose – The aim of the paper is to determine the dynamic relationships between REIT returns and those of other financial and real unsecuritized assets internationally. Design/methodology/approach – Using a multi‐factor model the flexible least squares (FLS) coefficients of REIT returns...

Purpose – The purpose of this paper is to critically review the latest approaches for capturing and explaining heterogeneity in partial least squares (PLS) path modelling and to classify these into a methodological taxonomy. Furthermore, several areas for future research effort are introduced...

Purpose – The aim is to explore the potential of a hybrid genetic algorithm‐partial least squares (GA‐PLS) modeling approach to understand the important promotional spending variables that influence physicians' prescribing habits and to help leverage managers' insight to plan better spend...

Purpose – Given the importance of panel datasets in contemporary accounting and managerial finance research, the objective of this paper is to provide practical guidance for researchers who are inexperienced in dealing with panel estimation methodologies. Design/methodology/approach – The...

Purpose – Conventional studies discuss the effect of managerial ownership on firm performance and have conflicting findings. This paper seeks to find divergent mutual effects existing between managerial ownership and firm performance. Design/methodology/approach – The three‐stage‐least...

Purpose – Conventional studies discuss the effect of managerial ownership on firm performance and have conflicting findings. This paper seeks to find divergent mutual effects existing between managerial ownership and firm performance. Design/methodology/approach – The three-stage-least...

Purpose – Given the importance of panel datasets in contemporary accounting and managerial finance research, the objective of this paper is to provide practical guidance for researchers who are inexperienced in dealing with panel estimation methodologies. Design/methodology/approach – The...

In this paper we investigate the so called foresight bias that may appear in the Monte-Carlo pricing of Bermudan and compound options if the exercise criteria is calculated by the same Monte-Carlo simulation as the exercise values. The standard approach to remove the foresight bias is to use two...