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Investigating the linkage between Shariah board size, liquidity risk and bank stability through an asymmetric lens
16 references·0 citing·35 second hop
Investigating the linkage between Shariah board size, liquidity risk and bank stability through an asymmetric lens (2022)Investigating the linkage between Shariah…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Risk management, corporate governance, and bank performance in the financial crisis (2011)Risk management, corporate go…Liquidity and leverage (2008)Liquidity and leverageBounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …TOWARD A STEWARDSHIP THEORY OF MANAGEMENT (1997)TOWARD A STEWARDSHIP THEORY O…Higher market valuation of companies with a small board of directors (1996)Higher market valuation of co…Agency costs of free cash flow, corporate finance, and takeovers (1996)Agency costs of free cash flo…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The Structure of Corporate Ownership: Causes and Consequences (1985)The Structure of Corporate Ow…Size and Composition of Corporate Boards of Directors: The Organization and its Environment (1972)Size and Composition of Corpo…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)The Modern Corporation and Private Property (1933)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and Residual Claims (1983)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Testing for unit roots in heterogeneous panels (2003)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Determinants of corporate borrowing (1977)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Audit committee, board of director characteristics, and earnings management (2002)Corporate Governance and Equity Prices (2003)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS (1982)Two Agency-Cost Explanations of Dividends (1984)Corporate performance and managerial remuneration (1985)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1996Agency costs of free cash flow, corporate finance, and takeovers9,308 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,941 cited
  • 1996Higher market valuation of companies with a small board of directors6,614 cited
  • 1985The Structure of Corporate Ownership: Causes and Consequences6,243 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data6,001 cited
  • 1997TOWARD A STEWARDSHIP THEORY OF MANAGEMENT5,568 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,836 cited
  • 2008Liquidity and leverage2,557 cited
  • 1972

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Size and Composition of Corporate Boards of Directors: The Organization and its Environment
1,994 cited
  • 2011Risk management, corporate governance, and bank performance in the financial crisis1,128 cited
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