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estimating standard error in finance panel data sets Benjamin, Texas

In these data sets, the residuals may be correlated across firms or across time, and OLS standard errors can be biased. Eastern, Monday - Friday. Ravi Jagannathan & Zhenyu Wang, 1998. "An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression," Journal of Finance, American Finance Association, vol. 53(4), pages 1285-1309, 08. Please try the request again.

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Currently shipping to U.S. Stock Prices and the Investment of Equity-Dependent Firms By Malcolm Baker, Jeffrey Wurgler, ... 5. Louis using RePEc data.

Top of page Browse Subscriptions Rankings Top Papers Top Authors Top Organizations Submit a paper Blog Public User SIGN IN Email This field is required Password Sugato Chakravarty & Huseyin Gulen & Stewart Mayhew, 2004. "Informed Trading in Stock and Option Markets," Journal of Finance, American Finance Association, vol. 59(3), pages 1235-1258, 06.

We use cookies to enhance your experience on our website. List of OpenAthens registered sites, including contact details. It is a rather small sample with multiple firms and a few years. File URL: http://hdl.handle.net/10.1093/rfs/hhn053Download Restriction: Access to full text is restricted to subscribers.

David B. When Does the Market Matter? Fama, 2002. "Testing Trade-Off and Pecking Order Predictions About Dividends and Debt," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 1-33, March. Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, EconWPA.

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cross-listings and the private benefits of control: evidence from dual-class firms," Journal of Financial Economics, Elsevier, vol. 72(3), pages 519-553, June. To decline or learn more, visit our Cookies page. The intent is to provide intuition as to why the different approaches sometimes give different answers and give researchers guidance for their use. This page was processed by apollo8 in 1.282 seconds Browse Subscriptions Rankings Top Papers Top Authors Top Organizations Submit a paper Blog Public User SIGN IN Email This field is required

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This allows to link your profile to this item. Market Reactions to Tangible and Intangible Information By Kent Daniel and Sheridan Titman 9. Stock Valuation and Learning about Profitability By Lubos Pastor and Pietro Veronesi 8. Working Paper No. 329; AFA 2006 Boston Meetings Paper.

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches Mitchell A. More services MyIDEAS Follow series, journals, authors & more New papers by email Subscribe to new additions to RePEc Author registration Public profiles for Economics researchers Rankings Various rankings of research Evidence from the industry shocks," Journal of Financial Economics, Elsevier, vol. 63(1), pages 51-77, January. Newey & Kenneth D.

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The intent is to provide intuition as to why the different approaches sometimes give different answers and give researchers guidance for their use. Feedback to SSRN Paper statistics Abstract Views: 6,915 Downloads: 2,286 Download Rank: 3,688 References: 58 Citations: 1,196 People who downloaded this paper also downloaded: 1. Petersen (Contact Author) Northwestern University - Kellogg School of Management ( email )2001 Sheridan RoadEvanston, IL 60208United States847-467-1281 (Phone)847-491-5719 (Fax) National Bureau of Economic Research (NBER) ( email )1050 Massachusetts AvenueCambridge, Eastern, Monday - Friday.

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The system returned: (22) Invalid argument The remote host or network may be down. Gross, 2002. "An Empirical Analysis of Personal Bankruptcy and Delinquency," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 319-347, March. Financ. Gross & Nicholas S.

The system returned: (22) Invalid argument The remote host or network may be down. Please be patient as the files may be large. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc. Sign In Username Password Remember my username & password.

Stein & Jeffrey Wurgler, 2003. "When Does the Market Matter? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 409-462.