Studies in Economics and Finance: Volume 32 Issue 4

Subjects:

Table of contents

Governance and long-term operating performance of family and non-family firms in Australia

Enver Halili, Ali Salman Saleh, Rami Zeitun

The purpose of this study is to conduct a comparative analysis of the long-term operating performance of family and non-family firms from the agency theoretic perspective. The…

1071

The cross-section of Johannesburg Securities Exchange listed equity returns (1994-2011)

Jakobus Daniel Van Heerden, Paul Van Rensburg

The aim of this study is to examine the impact of technical and fundamental (referred to as firm-specific) factors on the cross-sectional variation in equity returns on the…

Forecasting stock index volatility with GARCH models: international evidence

Prateek Sharma, Vipul _

The purpose of this paper is to compare the daily conditional variance forecasts of seven GARCH-family models. This paper investigates whether the advanced GARCH models outperform…

1933

Asymmetric cointegration and causality effects between financial development and economic growth in South Africa

Andrew Phiri

The purpose of this paper is to investigate asymmetric cointegration and causality effects between financial development and economic growth for South African data spanning over…

1015

The impact of economic and financial development on environmental degradation: An empirical assessment of EKC hypothesis

Samia Nasreen, Sofia Anwar

The purpose of this study is to validate the impact of economic and financial development along with energy consumption on environmental degradation using dynamic panel data…

Financial constraints, bank concentration and SMEs: evidence from Pakistan

Abubakr Saeed, Muhammad Sameer

– This paper aims to empirically investigate the impact of bank market concentration of financial constraints on firm investment.

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Cover of Studies in Economics and Finance

ISSN:

1086-7376

Online date, start – end:

1977

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Prof Niklas Wagner