Open AccessPosted Content
Introductory Econometrics for Finance
TLDR
The third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time as discussed by the authors.Abstract:
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.read more
Citations
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Corporate governance and firm performance in Saudi Arabia
TL;DR: In this paper, the authors examined the relationship between corporate governance and firm performance, focusing on three main areas: board of director characteristics, ownership structure and capital structure, using secondary data obtained from annual reports of all non-financial listed firms in Saudi Arabia over a six-year period from 2009 to 2014.
Posted Content
An empirical investigation into the relationship between financial sector development and unemployment in nigeria
TL;DR: In this article, the authors investigated the relationship between financial sector development and unemployment in Nigeria and found that formal credit allocation in rural areas has both short run and long run effect of reducing unemployment.
Journal ArticleDOI
Preventing violence-related injuries in England and Wales: a panel study examining the impact of on-trade and off-trade alcohol prices
Nicholas Page,Vaseekaran Sivarajasingam,Kent Matthews,Saeed Heravi,Peter Huw Morgan,Jonathan Shepherd +5 more
TL;DR: Reforming the current alcohol taxation system may be more effective at reducing violence-related injury than minimum unit pricing, as small increases in the price of alcohol, above inflation, in both markets would substantially reduce the number of patients attending EDs for treatment of violence- related injuries in England and Wales.
Corporate Sustainability and Financial Performance : The influence of board diversity in a Swedish context
TL;DR: In this paper, the authors analyse the relationship between corporate sustainability performance and financial performance in a new contextual setting, i.e., Sweden, and propose a new methodology to analyze the relationship.
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Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges
TL;DR: In this article, the authors examined the day-of-the-week effect anomaly and volatility in returns on Ghana Stock Exchange (GSE) and Nairobi stock exchange (NSE) using daily closing price indices from 2005 to 2014.
References
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Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Estimating the dimension of a model
TL;DR: In this paper, the problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion.
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The Pricing of Options and Corporate Liabilities
Fischer Black,Myron S. Scholes +1 more
TL;DR: In this paper, a theoretical valuation formula for options is derived, based on the assumption that options are correctly priced in the market and it should not be possible to make sure profits by creating portfolios of long and short positions in options and their underlying stocks.
Book
Econometric Analysis of Cross Section and Panel Data
TL;DR: This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001).
Journal ArticleDOI
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
TL;DR: In this article, a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic is presented, which does not depend on a formal model of the structure of the heteroSkewedness.