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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

Performance drivers of German institutional property funds

Heuvel, Tom van den; Morawski, Jaroslaw - In: Journal of property investment & finance 32 (2014) 2, pp. 154-167

Persistent link: https://www.econbiz.de/10010256696

Measurement of the persistence in trade balance based on panel smooth transition regression model

Liu, Shiao-yen; Pan, Sheng-chieh; Wu, Po-chin - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 7-16

Persistent link: https://www.econbiz.de/10010258007

Making dough or baking dough? : spousal housework responsibilities in Germany, 1992 - 2011

Procher, Vivien; Ritter, Nolan; Vance, Colin - 2014

important are traditional gender roles on housework allocation? We address these issues by applying a panel quantile regression …

Persistent link: https://www.econbiz.de/10010254311

Re-testing the tourism-led growth hypothesis using panel smooth transition regression models

Pan, Sheng-chieh; Liu, Shiao-yen; Wu, Po-chin - In: Tourism economics : the business and finance of tourism … 20 (2014) 1, pp. 39-50

Persistent link: https://www.econbiz.de/10010254426

Estimating and testing a quantile regression model with interactive effects

Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 178 (2014) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10010255458

Investor sentiment and its nonlinear effect on stock returns : new evidence from the Chinese stock market based on panel quantile regression model

Ni, Zhong-Xin; Wang, Da-Zhong; Xue, Wen-Jun - In: Economic modelling 50 (2015), pp. 266-274

Persistent link: https://www.econbiz.de/10011440564

Dynamic quantile panel data analysis of stock returns predictability

Güloğlu, Bülent; Uyar, Sinem Güler Kangalli; Uyar, Umut - In: International journal of economics and finance 8 (2016) 2, pp. 115-126

Persistent link: https://www.econbiz.de/10011442125

A quantile correlated random coefficients panel data model

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …

Persistent link: https://www.econbiz.de/10011524832

IV quantile regression for group-level treatments, with an application to the distributional effects of trade

Chetverikov, Denis; Larsen, Bradley J.; Palmer, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 809-833

Persistent link: https://www.econbiz.de/10011552584