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What is the relation (if any) between a firm's corporate governance arrangements and its financial performance?

Wessels, Roberto E.; Wansbeek, Tom - 2014

This paper presents estimates from a latent variables model of the relation between corporate governance and financial performance. We use data on large US corporations to estimate the correlation, conditional on the firms' investment opportunity set, between governance and performance. We find...

Persistent link: https://www.econbiz.de/10010235838

Pooling data across markets in dynamic Markov games

Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 523-559

Persistent link: https://www.econbiz.de/10011612092

Why are there time-varying comovements in the European stock market?

Ferreira, Eva; Orbe-Mandaluniz, Susan - In: The European journal of finance 24 (2018) 10/12, pp. 828-848

Persistent link: https://www.econbiz.de/10012244414

Instability of factor strength in asset returns

Massacci, Daniele - 2023

Persistent link: https://www.econbiz.de/10014420287

Pooling data across markets in dynamic Markov games

Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 523-559

supporting evidences for the maintained assumptions of estimation using pooled data. In a Monte Carlo study we find that the test …

Persistent link: https://www.econbiz.de/10011800640

Estimating regional technical efficiency and its determinants : evidence from China's provincial panel data

Yu, Yihua; Wei, Xiang - In: Economic and political studies : EPS 2 (2014) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10010372536

Assessing the impact of S&P SL20 index construction on listed companies in Colombo stock exchange (CSE)

Perera, Upeksha; Dissanayake, Rohana; Jayasundara, Mangalika - In: International journal of economics and finance 8 (2016) 7, pp. 159-177

Persistent link: https://www.econbiz.de/10011523961

Testing a large number of hypotheses in approximate factor models

Amengual, Dante; Repetto, Luca - 2014

Persistent link: https://www.econbiz.de/10011408282

Estimating standard errors in spatial panel models with time varying spatial correlation

Davenport, Frank - In: Papers in regional science : the journal of the … 96 (2017), pp. 155-177

Persistent link: https://www.econbiz.de/10011761529

Nonparametric Kernel regression with multiple predictors and multiple shape constraints

Du, Pang; Parmeter, Christopher F.; Racine, Jeffrey - 2012

Persistent link: https://www.econbiz.de/10009612415