Showing 21 - 30 of 66
The aim of this paper is to analyze the impact of corporate governance quality (namely board size, board independence, managerial ownership, institutional ownership, and CEO duality) on the profitability and viability of European Union’s football clubs over the period 2005-2009. Empirical...
Persistent link: https://www.econbiz.de/10010593099
Purpose – The main purpose of this study is to examine the possibility of prediction of Greek takeover targets that belong to the industrial sector, emphasizing the econometric methodology and the prediction test. Design/methodology/approach – The study uses a sample of 51 targets and 290...
Persistent link: https://www.econbiz.de/10010611034
In this paper, we investigate the possibility of predicting takeover targets in Greece, which is an incipient market for acquisitions. Our work is based on recursive partitioning techniques, that is decision-tree models, given that takeover likelihood models (such as logit) are not robust over...
Persistent link: https://www.econbiz.de/10008580396
In this paper we estimate the relationship between stock prices and exchange rates in EU and USA during the period of recent financial crisis (2008–2012) and compare the results with those in a previous period where stock markets were operating under normal conditions. According to the...
Persistent link: https://www.econbiz.de/10010665651
Persistent link: https://www.econbiz.de/10010123552
Persistent link: https://www.econbiz.de/10010076434
Persistent link: https://www.econbiz.de/10009998145
We propose an innovative asymmetric exceedance-time model with optimal thresholds. This model examines the impact of extreme downside and upside shocks and determines how the duration between past and present extreme shocks affects the dependent variable. We use extreme value theory...
Persistent link: https://www.econbiz.de/10012950125
We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....
Persistent link: https://www.econbiz.de/10012902072
The Capital structure and its determinants have been in the sight of econometric scientific community for some time now. More and more research studies have focused in the adjustment speed of debt ratio to the targeted debt ratio levels under various macroeconomic and firm factors. The problem...
Persistent link: https://www.econbiz.de/10012925340