Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: The Journal of Risk Finance 18 (2017) 3, pp. 268-283
Purpose The purpose of this paper is to review and evaluate the methods commonly used in accounting literature to correct for cointegrated data and data that are neither stationary nor cointegrated. Design/methodology/approach The authors conducted Monte Carlo simulations according to Baltagi et...