Outputs (16)

Institutional investors and director pay: An empirical study of UK companies (2007)
Journal Article
Dong, M., & Ozkan, A. (2008). Institutional investors and director pay: An empirical study of UK companies. Journal of Multinational Financial Management, 18(1), 16-29. https://doi.org/10.1016/j.mulfin.2007.06.001

This paper empirically examines the determinants of director pay for a sample of listed non-financial firms in the UK by focusing on the effects of institutional ownership on both director pay and pay-performance relationship. Our analysis reveals th... Read More about Institutional investors and director pay: An empirical study of UK companies.

Debt maturity structure of Chinese companies (2007)
Journal Article
Cai, K., Fairchild, R., & Guney, Y. (2008). Debt maturity structure of Chinese companies. Pacific-Basin Finance Journal, 16(3), 268-297. https://doi.org/10.1016/j.pacfin.2007.06.001

Numerous studies have focused on the theoretical and empirical aspects of corporate capital structure since the 1960s. As a new branch of capital structure, however, debt maturity structure has not yet received as much attention as the debt-equity ch... Read More about Debt maturity structure of Chinese companies.

The effects of over-education on earnings in the graduate labour market (2007)
Journal Article
Dolton, P. J., & Silles, M. A. (2008). The effects of over-education on earnings in the graduate labour market. Economics of education review, 27(2), 125-139. https://doi.org/10.1016/j.econedurev.2006.08.008

This paper uses a new survey of graduates from one large civil university in the UK to examine the determinants of over-education and its subsequent impact on labour market earnings. Multiple measurements of over-education were collected to assess th... Read More about The effects of over-education on earnings in the graduate labour market.

Identification, definition and quantification of goods and services provided by marine biodiversity: Implications for the ecosystem approach (2007)
Journal Article
Beaumont, N., Austen, M., Atkins, J., Burdon, D., Degraer, S., Dentinho, T., Derous, S., Holm, P., Horton, T., van Ierland, E., Marboe, A., Starkey, D., Townsend, M., & Zarzycki, T. (2007). Identification, definition and quantification of goods and services provided by marine biodiversity: Implications for the ecosystem approach. Marine pollution bulletin, 54(3), 253-265. https://doi.org/10.1016/j.marpolbul.2006.12.003

This paper identifies and defines ecosystem goods and services provided by marine biodiversity. Case studies have been used to provide an insight into the practical issues associated with the assessment of marine ecosystem goods and services at speci... Read More about Identification, definition and quantification of goods and services provided by marine biodiversity: Implications for the ecosystem approach.

Power-law behaviour, heterogeneity, and trend chasing (2007)
Journal Article
He, X. Z., & Li, Y. (2007). Power-law behaviour, heterogeneity, and trend chasing. Journal of Economic Dynamics and Control, 31(10), 3396-3426. https://doi.org/10.1016/j.jedc.2006.11.008

Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This p... Read More about Power-law behaviour, heterogeneity, and trend chasing.

The econometric analysis of agent-based models in finance: An application (2007)
Presentation / Conference Contribution
Li, Y., Donkers, B., & Melenberg, B. The econometric analysis of agent-based models in finance: An application

This paper illustrates how to compare different agent-based models and how to compare an agent-based model with real data. As examples we investigate ARFIMA models, the probability density function, and the spectral density function. We illustrate th... Read More about The econometric analysis of agent-based models in finance: An application.