Are local workers better‐off from foreign presence? A firm‐level panel data analysis of a service industry

2020 ◽  
Author(s):  
Dao Thi Hong Nguyen
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Service Industry ◽  
Panel Data Analysis ◽  
Firm Level ◽  
Foreign Presence

Risk Configuration of S&P 500 Industries: Sigma-risk and Alpha-risk Approximation

2017 ◽  
Vol 11 (2) ◽  
pp. 196-221
Author(s):  
Samet Günay
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Stock Return ◽  
Service Industry ◽  
Risk Model ◽  
Panel Data Analysis ◽  
Internal Variable ◽  
Market Risk ◽  
Alpha Risk ◽  
Industry Risk

Since the pioneering studies of Mandelbrot, a great deal of interest has arisen for the parameters of fractal finance theory. With this in mind, the present study attempts to examine the risk composition of S&P 500 index industries through panel data analysis. In the modelling of industries’ stock return risk, we use internal and external variables which are related to the companies’ financial ratios and stock market movements. In the first section (sigma-risk) of the study, we model the stock return risk through standard deviation, while in the second section (alpha-risk), the alpha parameter of stable distributions has been used for the same purpose. Panel data analysis results demonstrate that in the sigma-risk model for the healthcare industry, there is a significant internal variable (roa) that negatively affects the industry risk. However, for the alpha-risk model, some significant variables are obtained for the service industry. Another important finding is the changing level of market risk under the two models. While in the sigma-risk model, the magnitude of the market (external) risk variable is high, under the alpha-risk model, we have seen that market risk is relatively low despite the fact that it still has the highest effect on industry risk. JEL Classification: C33, G10, G30, G32

Monetary shocks, equity returns and volatility: a firm-level panel data analysis

2015 ◽  
Vol 48 (4) ◽  
pp. 261-275 ◽  
Author(s):  
H. Arthur Luo ◽  
Jen-Chi Cheng ◽  
Chu-Ping C. Vijverberg
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Panel Data Analysis ◽  
Equity Returns ◽  
Monetary Shocks ◽  
Firm Level

The Joint Impact of R&D and ICT on Innovation in Japanese Innovative SMEs by Panel Data Analysis Based on Firm-Level Survey Data

2021 ◽  
Author(s):  
Hidenori Shigeno ◽  
Teruyuki Bunno ◽  
Yasushi Ueki ◽  
Sheikh Abu Taher ◽  
Masatsugu Tsuji
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Information And Communication Technologies ◽  
Panel Data Analysis ◽  
Innovation Process ◽  
Outcome Variable ◽  
Firm Level ◽  
Explanatory Variables ◽  
Robust Model ◽  
Information And Communication

This study examines R&D and information and communication technologies (ICTs) in the innovation process, and how these two are integrated with each other for innovation by panel data analysis. The surveys were conducted in February 2012 and March 2017. The number of innovations is taken as an outcome variable, while explanatory variables related to R&D and ICTs were extracted from related questions by factor analysis. The fixed effect robust model with an instrumental variable is estimated, since the error term may contain heteroscedasticity. R&D autonomy and the cross-term of R&D autonomy and ICTs are significant, indicating that ICTs contribute to innovation via R&D autonomy.

Credit Market Depth and Income Inequality in Vietnam: A Panel-Data Analysis

2016 ◽  
pp. 5-18
Author(s):  
Hoi Le Quoc ◽  
Hoi Chu Minh
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Income Inequality ◽  
Financial Development ◽  
Inflection Point ◽  
Panel Data Analysis ◽  
Credit Market ◽  
Method Of Moment ◽  
Market Depth ◽  
Generalized Method Of Moment

Financial development could exert various effects on income distribution of a country. By employing Generalized Method of Moment, this paper aims at examining the impacts of credit market depth, one of most used financial development barometers, on income inequality in Vietnam. The empirical findings show that expanding credit market in the country could lead to higher income inequality. We have not found evidence that supports the hypothesis of an inverted U-shaped relation ever introduced by Greenwood and Jovanovich, although this hypothesis may still hold in a sense that Vietnam has not reached to the inflection point to generate such a curve alike.

ÖRGÜTLERDE ÖRGÜTSEL BOLLUĞUN GİRİŞİMSEL ORYANTASYON ÜZERİNDEKİ ETKİSİ

2016 ◽  
Vol 4 (3) ◽  
Author(s):  
Nurdan Gürkan ◽  
Ahmet Ferda Çakmak
Keyword(s):  
Corporate Governance ◽  
Data Analysis ◽  
Panel Data ◽  
Strategic Management ◽  
Significant Relationship ◽  
Entrepreneurial Orientation ◽  
Panel Data Analysis ◽  
Organizational Slack ◽  
Analysis Method ◽  
The Relationship

The concept of entrepreneurial orientation, which emerges with the development of strategic management, refers to entrepreneurship orientations of businesses. The businesses need resources in other words organizational slack in order to develop their entrepreneurial trends. The organizational slack consists of three slack type. These slack types are available slack, recoverable slack and potential slack. The purpose of this study is to examine whether organizational slack in the businesses has an effect on entrepreneurial orientation. The relationship between organizational slack and entrepreneurial orientation was investigated through 20 companies that were traded in Borsa Istanbul Corporate Governance Index for 2010-2014 period using panel data analysis method. The results of the study indicate the existence of a statistically significant relationship between and the available slack and the recoverable slack with the entrepreneurial orientation in the businesses. According to findings; there was no statistically significant relationship between potential slack and entrepreneurial orientation.

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