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Now showing items 1-10 of 13
Impact of global health crisis and oil price shocks on stock markets in the GCC
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Elsevier
, 2022 , Article)
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, ...
Does minority management affect a firm's capital structure? Evidence from Japan
(
Elsevier
, 2022 , Article)
This study evaluates the effect of minority management (MG) on capital structure for a sample of listed Japanese companies over three sectors. We used a dynamic panel, threshold-based model that can control for endogeneity ...
The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar
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Elsevier
, 2021 , Article)
In this study, we investigate the dynamic linkages between the real estate and stock markets in Qatar. Using monthly data over the period 2006-2020, the nonlinear model of Enders and Siklos (2001) and the linear and nonlinear ...
The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis
(
Elsevier
, 2021 , Article Review)
This study scrutinizes the nonlinear relationship between foreign ownership and corporate leverage decisions by applying a panel threshold model to a sample that comprises a balanced panel data set of 1027 Japanese firms. ...
The nexus between debt structure, firm performance, and the financial crisis: non-linear panel data evidence from Japan
(
Routledge
, 2022 , Article)
This study seeks to analyze the non-linear relationship between a firm's debt structure and performance based on evidence from Japan through the use of a panel data fixed effects model for a sample of 1,670 listed firms. ...
Corporate governance and capital structure: dynamic panel threshold analysis
(
Routledge
, 2022 , Article)
This paper examines the nonlinear connection between corporate governance (CG) and corporate leverage. Our study applied the dynamic panel threshold model (DPTM) to facilitate the capture of the nonlinear effect of CG on ...
Asymmetric pass through of energy commodities to US sectoral returns
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Elsevier
, 2022 , Article)
The influence of the international energy market on different economic aspects has increased significantly, especially after an escalation in the financialization of the energy market. Likewise following this trend, the ...
What are the drivers of inefficiency in the Gulf Cooperation Council banking industry? A comparison between conventional and Islamic banks
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Elsevier
, 2020 , Article)
This paper analyses the efficiency and productivity of the Gulf Cooperation Council (GCC) banks using an innovative nonparametric methodology that not only considers undesirable outputs but also determines the contribution ...
The prediction of future cash flows based on operating cash flows, earnings and accruals in the French context
(
Elsevier
, 2020 , Article)
This study investigates the aptitudes of the cash-based and accrual-based accounting data for predicting future cash flows from operations in the French context. In addition, our paper aims to investigate the effect of the ...
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
(
Elsevier
, 2023 , Article)
This paper investigates the extreme dependence and risk spillovers between Bitcoin and the currencies of the BRICS and G7 economies. We find time-varying dependence between Bitcoin and all currencies. Moreover, when analysing ...