Similar Search Results

Exlpoiting information from path dependency in Oaxaca-Blinder decomposition procedures

Fournier, Martin - In: Applied economics letters 12 (2005) 11, pp. 669-672

Persistent link: https://www.econbiz.de/10003110418

Selection bias corrections based on the multinominal logit model : Monte Carlo comparisons

Bourguignon, François; Fournier, Martin; Gurgand, Marc - In: Journal of economic surveys 21 (2007) 1, pp. 174-205

Persistent link: https://www.econbiz.de/10003412302

Selection bias correction based on the multinomial logit model

Bourguignon, François; Fournier, Martin; Gurgand, Marc - 2002

Persistent link: https://www.econbiz.de/10001660143

Foreign direct investment and economic growth : theory and application to China

Berthélemy, Jean-Claude; Démurger, Sylvie - In: Review of development economics 4 (2000) 2, pp. 140-155

Persistent link: https://www.econbiz.de/10001497551

Constant approximation algorithm for nonuniform capacitated multi-item lot sizing via strong covering inequalities

Li, Shi - In: Mathematics of operations research 45 (2020) 3, pp. 947-965

Persistent link: https://www.econbiz.de/10012293362

Commonality in disagreement

Gong, Qiang; Jacoby, Gady; Li, Shi; Lu, Lei - In: Pacific-Basin finance journal 67 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013258201

Mean-variance theory with imprecise accounting information

Jacoby, Gady; Li, Shi; Wang, Yan - In: Finance research letters 26 (2018), pp. 156-161

Persistent link: https://www.econbiz.de/10012005636

Real estate regulation and default risk on financial lease contracts

Mou, Xuefeng; Li, Shi - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 617-630

Persistent link: https://www.econbiz.de/10014513875

Asset pricing with dividend surprises

Guo, Pancheng; Li, Shi; Wang, Yan - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014583552

Asset Pricing with Dividend Surprises

Guo, Pancheng; Li, Shi; Wang, Yan - 2023

In this paper, we derive an intertemporal dividend-surprise-augmented asset-pricing model and show that the expected risk premium compensates for stock returns’ exposure to (i) the market-wide dividend-surprise hedge portfolio based on dividend yield surprise and volatilities, in addition to...

Persistent link: https://www.econbiz.de/10014349727