Nandialath, Anup M.; Veiga, Bernardo da; Annavarjula, Madan - In: Global Business and Economics Review 16 (2014) 2, pp. 142-156
We demonstrate the effect of ignoring the role of heteroskedasticity modelling in applied corporate finance studies and show that it may have important consequences in corporate financial decisions. In this paper, we specifically focus on the effect of heteroskedasticity on the factors affecting...
