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Ensuring financial stability : financial structure and the impact of monetary policy on asset prices
Assenmacher-Wesche, Katrin; Gerlach, Stefan - 2008 - Revised draft
policy shocks in 17 countries, using data spanning 1986 - 2006. We estimate VARs for individual economies and panel VARs in …, its importance appears limited. Keywords: asset prices, monetary policy, panel VAR. …
Persistent link: https://www.econbiz.de/10010382339
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Firm Risk and Disclosures About Dispersion of Asset Values : Evidence from Oil and Gas Reserves
Badia, Marc - 2019
The question we address is whether mandated disclosure about dispersion of non-financial asset values can provide information relevant to assessing firm risk. Using a sample of Canadian oil and gas (O&G) firms between 2004 and 2011, we find that the difference between the disclosed 10th and 50th...
Persistent link: https://www.econbiz.de/10012903641
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New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter - In: The financial review : the official publication of the … 50 (2015) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10011338155
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Determinants of Leverage in Slovenian Blue-Chip Firms and Stock Performance Following Substantial Debt Increases
Berk, Ales S. - 2011
Hypotheses concerning capital structures are some of the most frequently tested in the financial literature. Authors usually discuss different incentives for the use of leverage. Their views can be broadly classified in two main groups. The proponents of the first argue that leverage increases...
Persistent link: https://www.econbiz.de/10013120479
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Forecasting Debt Paydown Among Leveraged Equities : Analysis of US Stocks from 1964-2012
Chingono, Brian - 2016
Using a random sample of 60% of our cross-sectional data on U.S. stocks from 1964 to 2012, we trained four machine learning algorithms to forecast debt paydown over a one-year horizon. An evaluation of these candidate models on half of the hold-out sample (20% of the original dataset) showed...
Persistent link: https://www.econbiz.de/10012992854
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Determinants of LQ45 stock return in Indonesia
Mahirun, Mahirun - In: Scientific papers of the University of Pardubice 31 (2023) 2, pp. 1-11
This study aims to test and analyze the effect of capital structure, profitability, investment opportunity set, firm value, earnings per share, and dividend policy, on stock returns. Our research uses regression analysis to determine and analyze the influence of independent variables on...
Persistent link: https://www.econbiz.de/10014442351
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Is it beneficial to be included in a sustainability stock index? : a panel data study for European firms
Ziegler, Andreas - 2009
, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin’s Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …
Persistent link: https://www.econbiz.de/10008746683
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The effect of fragmentation in trading on market quality in the UK equity market
Körber, Lena; Linton, Oliver; Vogt, Michael - 2013
volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the …
Persistent link: https://www.econbiz.de/10009784711
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Is it Beneficial to Be Included in a Sustainability Stock Index? A Panel Data Study for European Firms
Ziegler, Andreas - 2014
, namely the Dow Jones Sustainability World Index (DJSI World), on corporate financial performance. On the basis of panel data … assets and even insignificant for Tobin's Q in the flexible panel data models that include unobserved firm heterogeneity …. Therefore, we conclude that the application of misspecified panel data approaches, similar to cross-sectional models, can lead …
Persistent link: https://www.econbiz.de/10013070646
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Relationship between Macroeconomic Factors and Aggregate Stock Returns in BRICS Stock Markets – A Panel Data Analysis
Tripathi, Vanita - 2016
1995 to 2014 using quarterly panel data. This relationship is also examined during two sub periods viz., a Pre Crisis … period (1995:Q1 to 2007:Q2) and a Post Crisis Period (2007:Q3 to 2014:Q4). Robust econometric tests like Panel Granger … Causality Test, Pedroni's Panel Cointegration Test and Panel Auto Regressive Distributed Lag (ARDL) Model has been used. We find …
Persistent link: https://www.econbiz.de/10012995646