Results 91 to 100 of about 123,594 (283)
Business Strategy and the Environment, EarlyView.ABSTRACT Drawing on comparative institutional theory, we study the nature and magnitude of the effects of national environmental policies on corporate green innovation in developed versus emerging markets. Using a sample of 1831 listed firms in 34 countries from 2002 to 2020, we find that national environmental policies increase corporate green ...
Ivan Miroshnychenko +2 more
wiley +1 more source
Multivariate Heteroscedasticity Models for Functional Brain Connectivity
Frontiers in Neuroscience, 2017 Functional brain connectivity is the co-occurrence of brain activity in different areas during resting and while doing tasks. The data of interest are multivariate timeseries measured simultaneously across brain parcels using resting-state fMRI (rfMRI ...
Christof Seiler, Susan Holmes
doaj +1 more source
Detecting Heteroscedasticity in Nonparametric Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1993 SUMMARY Diagnostic tests and plots are proposed for detecting heteroscedasticity in nonparametric regression. The large and small sample power properties are studied for a class of test statistics for the hypothesis of homogeneous variances. New diagnostic plots are also developed and illustrated.
Eubank, R. L., Thomas, Will
openaire +2 more sources
SPURIOUS AND HIDDEN VOLATILITY [PDF]
This paper analyzes the effects caused by outliers on the identification and estimation of GARCH models. We show that outliers can lead to detect spurious conditional heteroscedasticity and can also hide genuine ARCH effects.
Daniel Peña +2 more
core
Reputational Risk: An Investigation Into How Environmental Failures Drive Stock Price Crashes
Business Strategy and the Environment, EarlyView.ABSTRACT The study examines the relationship between stock price crashes and firm environment reputational risk. Using a large sample of US listed firms, covering a time span from 2007 to 2021, we test the effect of environmental reputation risk on three measures for the stock price crash risk (NEGCSK, DRUV, and CRASH).
Man Dang +4 more
wiley +1 more source
Modelling conditional heteroscedasticity in nonstationary series [PDF]
SSRN Electronic Journal, 2010 To accommodate the inhomogenous character of financial time series over longer time periods, standard parametric models can be extended by allow- ing their coeffcients to vary over time. Focusing on conditional heteroscedas- ticity models, we discuss various strategies to identify and estimate varying- coefficients models and compare all methods by ...
openaire +5 more sources
Homeowners? Repeat-Sale Gains, Dual Agency and Repeated Use of the Same Agent [PDF]
Previous studies of dual agency, where one agent serves both buyer and seller in a transaction, use hedonic models. Repeat-sale methods can test for the price effect of accepting dual agency. Dual agency does not show convincing effects on expected gain,
Phillip T. Kolbe, Richard D. Evans
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigated whether superior environmental, social, and governance (ESG) practices enhance corporate value and market efficiency under various economic theories. Using a multi‐country panel of 31 economies from 2015 to 2022, we find that both ESG performance and disclosure improve intrinsic value and mitigate equity misvaluation ...
Xinyu Wang +5 more
wiley +1 more source
Frontiers in GeneticsIntroduction: After the era of genome-wide association studies (GWAS), thousands of genetic variants have been identified to exhibit main effects on human phenotypes. The next critical issue would be to explore the interplay between genes, the so-called “
Wan-Yu Lin, Wan-Yu Lin
doaj +1 more source
Efficient D-optimal designs under multiplicative heteroscedasticity. [PDF]
In optimum design theory designs are constructed that maximize the information on the unknown parameters of the response function. The major part deals with designs optimal for response function estimation under the assumption of homoscedasticity.
Goos, Peter +2 more
core