Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables

Ines Kahloul, Anouar Ben Mabrouk and Slah-Eddine Hallara

Papers from arXiv.org

Abstract: 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: 2010-11
New Economics Papers: this item is included in nep-cmp, nep-ecm and nep-for
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Published in International Research Journal of Finance and Economics, 60 (2010), pp. 15-28

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1011.5020

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