setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric … a panel dataset of 60 Bombay Stock Exchange (BSE)-listed Indian firms paying regular dividends for 28 years (1990 …

This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods … stock prices, except in Saudi Arabia. -- GCC stock markets ; oil prices ; panel cointegration analysis …

implements the panel-data approach of Kónya (2006), which is based on SUR systems and Wald tests with country-specific bootstrap …

, 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 …