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The Effect of Corporate Governance on Firm Stock Volatility in Asia
16 references·1 citing·29 second hop
The Effect of Corporate Governance on Firm Stock Volatility in Asia (2019)The Effect of Corporate Governance on Fir…Boards: Does one size fit all☆ (2007)Boards: Does one size fit all☆Enjoying the Quiet Life? Corporate Governance and Managerial Preferences (2003)Enjoying the Quiet Life? Corp…Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…Analysis of Panel Data (2003)Analysis of Panel DataThe information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Corporate governance, chief executive officer compensation, and firm performance (1999)Corporate governance, chief e…Higher market valuation of companies with a small board of directors (1996)Higher market valuation of co…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Management ownership and market valuation (1988)Management ownership and mark…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Structure of Corporate Ownership: Causes and Consequences (1985)The Structure of Corporate Ow…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…On the Pooling of Time Series and Cross Section Data (1978)On the Pooling of Time Series…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Impact of corporate board size and board independence on stock returns volatility in Ghana (2023)Impact of corporate board siz…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Separation of Ownership and Control (1983)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)The Modern Corporation and Private Property (1933)Agency Problems and Residual Claims (1983)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Determinants of corporate borrowing (1977)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Audit committee, board of director characteristics, and earnings management (2002)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)How do family ownership, control and management affect firm value? (2005)How does financial reporting quality relate to investment efficiency? (2009)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Econometric Analysis of Cross Section and Panel Data (2001)The Pricing of Options and Corporate Liabilities (1973)Initial conditions and moment restrictions in dynamic panel data models (1995)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 1988Management ownership and market valuation6,910 cited
  • 1996Higher market valuation of companies with a small board of directors6,614 cited
  • 1985The Structure of Corporate Ownership: Causes and Consequences6,243 cited
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  • 1978On the Pooling of Time Series and Cross Section Data5,402 cited
  • 1999Corporate governance, chief executive officer compensation, and firm performance4,334 cited
  • 2003Enjoying the Quiet Life? Corporate Governance and Managerial Preferences3,773 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 1992

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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
3,220 cited
  • 2007Boards: Does one size fit all☆3,088 cited
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    • 2023Impact of corporate board size and board independence on stock returns volatility in Ghana18 cited