Florackis, Chris; Kanas, Angelos; Kostakis, Alexandros - In: European Journal of Operational Research 241 (2015) 3, pp. 783-795
firms listed on NYSE, AMEX and NASDAQ. In addition to standard parametric estimation methods, we use a semi-parametric … approach, which helps capture more effectively non-linearities in the data. In line with the alignment effect of managerial …