The effect of heteroskedasticity on factors affecting stock repurchases

Volume: 16, Issue: 2, Pages: 142 - 142
Published: Jan 1, 2014
Abstract
We demonstrate the effect of ignoring the role of heteroskedasticity modelling in applied corporate finance studies and show that it may have important consequences in corporate financial decisions. In this paper, we specifically focus on the effect of heteroskedasticity on the factors affecting the open market operations of the firm. We show that in the absence of modelling heteroskedasticy results from prior research are consistent. By...
Paper Details
Title
The effect of heteroskedasticity on factors affecting stock repurchases
Published Date
Jan 1, 2014
Volume
16
Issue
2
Pages
142 - 142
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