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Citations since 2017
5 Research Items
This study investigates the possible nonlinear relationship between working capital and credit rating. Furthermore, it examines the relationship between the three components of working capital (inventory, accounts receivable, and accounts payable) and a firm’s credit rating. Employing data for U.S listed firms for the period between 1985 and 2017,...
This study contributes to the literature on energy market risk management and portfolio management by examining co-movements between several energy commodities in a portfolio context in light of the impact of several types of uncertainty over time and under high, medium, and low frequencies. Using of wavelet decomposition analysis, we first investi...
This study is set out to model and forecast the cryptocurrency market by concentrating on several stylized features of cryptocurrencies. The results of this study assert the presence of an inherently nonlinear mean-reverting process, leading to the presence of asymmetry in the considered return series. Consequently, nonlinear GARCH-type models taki...
The study aimed at identifying the impact of some accounting indicators on the market price of share for the Jordanian commercial banks listed in Amman Stock Exchange (ASE) for the period 2006-2017. The study adopted STATA program in data processing and Random effect regression model was chosen to test the relationship between accounting indicators...
The present research aimed to examine the interaction between fiscal policy tools and economic fluctuations in Jordan. This investigation is done by assessing both Government Expense and Tax Revenue over a quarterly sample period from 1980 till Q1 2017. The Band-Pass filter is adapted to define the fluctuation variables and hence to distinguish bet...
Hello, I am using the Euler investment model on a panel of firm level data. My question is about identifying the predetermined and endogenous variables in the model since I am using system GMM for estimation. Independent vars I am considering are (lagged dep var, lagged squared dep var, cash flow to capital stock, sales to capital stock, debt to capital stock).
Many thanks for help
I am trying to find a paper from high rank journal that pointed the effect of GDP growth of firms market value measured by Tobin's q because I am using the GDP growth as a control variable for the macroeconomic environment.
I am conducting a research on one country only (corporate governance and firm value) using Panel data and i am trying to control for macroeconomic environment but i could find any study did that before, and this is why i am wondering if its applicable in a study on one country.
I am trying to include the inflation as a control variable in a regression model where i regress the firm value on one of the corporate governance indicators?