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Related papers: Ownership Structure Variation and Firm Efficiency

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A rich theoretical and empirical literature investigated the link between export diversification and firm performance. Prior theoretical works hinted at the key role of capability accumulation in shaping production activities and…

General Economics · Economics 2025-07-30 Valerio De Stefano , Maddalena Mula , Manuel Sebastian Mariani , Andrea Zaccaria

Motivated by the long-standing interest in understanding the role of location for firm performance, this paper provides a semiparametric methodology to accommodate locational heterogeneity in production analysis. Our approach is novel in…

General Economics · Economics 2023-02-28 Emir Malikov , Jingfang Zhang , Shunan Zhao , Subal C. Kumbhakar

Social employment, which is mostly carried by firms of different types, determines the prosperity and stability of a country. As time passing, the fluctuations of firm employment can reflect the process of creating or destroying jobs.…

Econometrics · Economics 2022-08-30 Boyang You , Kerry Papps

In this paper, we present an algorithm for automatically building expertise evidence for finding experts within an organization by combining structured corporate information with different content. We also describe our test data collection…

Information Retrieval · Computer Science 2007-05-23 Alistair McLean , Mingfang Wu , Anne-Marie Vercoustre

This paper proposes an expected multivariate utility analysis for ESG investors in which green stocks, brown stocks, and a market index are modeled in a one-factor, CAPM-type structure. This setting allows investors to accommodate their…

Portfolio Management · Quantitative Finance 2023-07-25 Marcos Escobar-Anel , Yiyao Jiao

The values of software organizations are crucial for achieving high performance; in particular, agile development approaches emphasize their importance. Researchers have thus far often assumed that a specific set of values, compatible with…

Software Engineering · Computer Science 2018-10-17 Per Lenberg , Robert Feldt , Lars Göran Wallgren Tengberg

In this paper, we consider a dynamic asset pricing model in a cross-sectional economy with two firms where a controlling shareholder cannot divert output in one firm with perfect investor protection for minority shareholders and where he…

Optimization and Control · Mathematics 2021-10-12 Jia Yue , Ming-Hui Wang , Nan-Jing Huang , Ben-Zhang Yang

We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock portfolio which contains companies from different industrial…

Statistical Finance · Quantitative Finance 2015-05-08 Gordon J. Ross

Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change drastically, akin to phase transitions in physical phenomena,…

Statistical Finance · Quantitative Finance 2020-07-23 Anirban Chakraborti , Hrishidev , Kiran Sharma , Hirdesh K. Pharasi

Purpose: The article aims to visualise in a single graph fish and meat processing company groups in Spain with respect to long-term solvency, energy, waste and water intensity and gender employment gap. Design/methodology/approach: The…

Statistical Finance · Quantitative Finance 2026-02-02 Elena Rondós-Casas , Germà Coenders , Miquel Carreras-Simó , Núria Arimany-Serrat

This work analyzes data on all public US firms in the 50 year period 1970-2019, and presents 18 stylized facts of their scale, income, growth, return, investment, and dynamism. Special attention is given to (i) identifying distributional…

General Finance · Quantitative Finance 2023-02-07 Robert Parham

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…

Physics and Society · Physics 2009-11-13 Tapio Heimo , Kimmo Kaski , Jari Saramaki

This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We show that the degree of market efficiency is significantly low…

Statistical Finance · Quantitative Finance 2022-08-26 Andrey Shternshis , Piero Mazzarisi , Stefano Marmi

In a context of global economy, addressing SMEs performance within a local framework appears rather a naive approach. The key drawback of such an approach stems from its restriction to socio-economic factors that might lead to biased…

Optimization and Control · Mathematics 2021-04-22 Amar Oukil

This paper is based on a case study of an IT organization in a large, US-based healthcare provider, and develops simluation models to identify areas for performance improvement. These organizations are often grouped into departments by…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Eric Enos , Daniel Herber

Due to the variety of corporate risks in turmoil markets and the consequent financial distress especially in COVID-19 time, this paper investigates corporate resilience and compares different types of resilience that can be potential…

Risk Management · Quantitative Finance 2024-03-26 Elham Daadmehr

We propose a novel measure to investigate firms' product specialisation: product coreness, that captures the centrality of exported products within the firm's export basket. We study product coreness using firm-product level data between…

General Economics · Economics 2023-03-23 Filippo Bontadini , Mercedes Campi , Marco Dueñas

In this paper, we study the characteristics of the member firms on the Korea Exchange. The member firms intermediate between the market participants and the exchange, and all the participants should trade stocks through members. To identify…

General Finance · Quantitative Finance 2020-07-15 Min-Young Lee , Woo-Sung Jung , Gabjin Oh

As the global economic environment becomes increasingly unstable, enhancing financial flexibility to cope with risks has become the consensus of many companies. At the same time, environmental, social, and governance (ESG) performance may…

General Economics · Economics 2025-02-21 Yan Li

Structural change consists of industrial diversification towards more productive, knowledge intensive activities. However, changes in the productive structure bear inherent links with job creation and income distribution. In this paper, we…

General Economics · Economics 2026-05-13 Bernardo Caldarola , Dario Mazzilli , Aurelio Patelli , Angelica Sbardella