Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables
We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure/diversification relationship. It consists of a dynamic procedure based on wavelets. A comparison with Neural Networks, the most used method, is provided to prove the efficiency of the here-developed one. The empirical tests are conducted on a set of French firms.
|Date of creation:||Nov 2010|
|Publication status:||Published in International Research Journal of Finance and Economics, 60 (2010), pp. 15-28|
|Contact details of provider:|| Web page: http://arxiv.org/|
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- Gérard Charreaux, 1991. "Structure de propriété, relation d'agence et performance financière," Revue Économique, Programme National Persée, vol. 42(3), pages 521-552.
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