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lianxh
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. ssc install lianxh
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. help lianxh
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⛳ Stata 系列推文:
作者:韩杰 (暨南大学)
邮箱:han_ovetk@foxmail.com
编者按:本文主要参考自下文,特此致谢!
Source:Atanasov V, Black B. The trouble with instruments: The need for pretreatment balance in shock-based instrumental variable designs[J]. Management Science, 2021, 67(2): 1270-1302. -Link- -PDF- -Appendix-
目录
Atanasov 和 Black (2021) 汇总整理了 2006 年—2015 年利用外生冲击作为工具变量的 32 篇文章,这些文章涵盖 24 种不同冲击类型。本文将对这 32 篇文章涉及的各类冲击事件、工具变量和测量变量进行汇总,希望可以帮助大家了解 Shock-IV,并使用规范的方法进行因果推论。
Adams R B, Santos J A C. Identifying the effect of managerial control on firm performance[J]. Journal of Accounting and Economics, 2006, 41(1-2): 55-85. -Link- -PDF-
Bennedsen M, Nielsen K M, Pérez-González F, et al. Inside the family firm: The role of families in succession decisions and performance[J]. The Quarterly Journal of Economics, 2007, 122(2): 647-691. -Link- -PDF-
Güner A B, Malmendier U, Tate G. Financial expertise of directors[J]. Journal of Financial Economics, 2008, 88(2): 323-354. -Link- -PDF-
Desai M A, Dharmapala D. Corporate tax avoidance and firm value[J]. The Review of Economics and Statistics, 2009, 91(3): 537-546. -Link- -PDF-
Giannetti M, Laeven L. Pension reform, ownership structure, and corporate governance: Evidence from a natural experiment[J]. The Review of Financial Studies, 2008, 22(10): 4091-4127. -Link- -PDF-
Duchin R, Matsusaka J G, Ozbas O. When are outside directors effective?[J]. Journal of Financial Economics, 2010, 96(2): 195-214. -Link- -PDF-
Iliev P. The effect of SOX Section 404: Costs, earnings quality, and stock prices[J]. The Journal of Finance, 2010, 65(3): 1163-1196. -Link- -PDF-
Dharmapala D, Foley C F, Forbes K J. Watch what I do, not what I say: The unintended consequences of the Homeland Investment Act[J]. The Journal of Finance, 2011, 66(3): 753-787. -Link- -PDF-
Erel I. The effect of bank mergers on loan prices: Evidence from the United States[J]. The Review of Financial Studies, 2011, 24(4): 1068-1101. -Link- -PDF-
Fracassi C, Tate G. External networking and internal firm governance[J]. The Journal of Finance, 2012, 67(1): 153-194. -Link- -PDF-
Hendershott T, Jones C M, Menkveld A J. Does algorithmic trading improve liquidity?[J]. The Journal of Finance, 2011, 66(1): 1-33. -Link- -PDF-
Santos J A C. Bank corporate loan pricing following the subprime crisis[J]. The Review of Financial Studies, 2011, 24(6): 1916-1943. -Link-, -PDF-
Cohen L, Frazzini A, Malloy C J. Hiring cheerleaders: Board appointments of “independent” directors[J]. Management Science, 2012, 58(6): 1039-1058. -Link-, -PDF-
Dam L, Koetter M. Bank bailouts and moral hazard: Evidence from Germany[J]. The Review of Financial Studies, 2012, 25(8): 2343-2380. -Link- -PDF-
Cornelli F, Kominek Z, Ljungqvist A. Monitoring managers: Does it matter?[J]. The Journal of Finance, 2013, 68(2): 431-481. -Link- -PDF-
Costello A M. Mitigating incentive conflicts in inter-firm relationships: Evidence from long-term supply contracts[J]. Journal of Accounting and Economics, 2013, 56(1): 19-39. -Link- -PDF-
D’Amico S, King T B. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply[J]. Journal of Financial Economics, 2013, 108(2): 425-448. -Link- -PDF-
Goetz M R, Laeven L, Levine R. Identifying the valuation effects and agency costs of corporate diversification: Evidence from the geographic diversification of US banks[J]. The Review of Financial Studies, 2013, 26(7): 1787-1823. -Link- -PDF-
Huang P, Ceccagnoli M, Forman C, et al. Appropriability mechanisms and the platform partnership decision: Evidence from enterprise software[J]. Management Science, 2013, 59(1): 102-121. -Link- -PDF-
Pérez‐González F, Yun H. Risk management and firm value: Evidence from weather derivatives[J]. The Journal of Finance, 2013, 68(5): 2143-2176. -Link- -PDF-
Anton M, Polk C. Connected stocks[J]. The Journal of Finance, 2014, 69(3): 1099-1127. -Link- -PDF-
Armstrong C S, Core J E, Guay W R. Do independent directors cause improvements in firm transparency?[J]. Journal of financial Economics, 2014, 113(3): 383-403. -Link- -PDF-
Bach L. Are small businesses worthy of financial aid? Evidence from a French targeted credit program[J]. Review of Finance, 2014, 18(3): 877-919. -Link- -PDF-
Balakrishnan K, Billings M B, Kelly B, et al. Shaping liquidity: On the causal effects of voluntary disclosure[J]. the Journal of Finance, 2014, 69(5): 2237-2278. -Link- -PDF-
Cole S, Paulson A, Shastry G K. Smart money? The effect of education on financial outcomes[J]. The Review of Financial Studies, 2014, 27(7): 2022-2051. -Link- -PDF-
Huang Q, Jiang F, Lie E, et al. The role of investment banker directors in M&A[J]. Journal of Financial Economics, 2014, 112(2): 269-286. -Link- -PDF-
Lee E, Strong N, Zhu Z. Did regulation fair disclosure, SOX, and other analyst regulations reduce security mispricing?[J]. Journal of Accounting Research, 2014, 52(3): 733-774. -Link- -PDF-
Khanna V, Kim E H, Lu Y. CEO connectedness and corporate fraud[J]. The Journal of Finance, 2015, 70(3): 1203-1252. -Link- -PDF-
Loutskina E, Strahan P E. Financial integration, housing, and economic volatility[J]. Journal of Financial Economics, 2015, 115(1): 25-41. -Link- -PDF-
Norli Ø, Ostergaard C, Schindele I. Liquidity and shareholder activism[J]. The Review of Financial Studies, 2015, 28(2): 486-520. -Link- -PDF-
Petacchi R. Information asymmetry and capital structure: Evidence from regulation FD[J]. Journal of Accounting and Economics, 2015, 59(2-3): 143-162. -Link- -PDF-
Tsoutsoura M. The effect of succession taxes on family firm investment: Evidence from a natural experiment[J]. The Journal of Finance, 2015, 70(2): 649-688. -Link- -PDF-
Note:产生如下推文列表的 Stata 命令为:
lianxh 外生冲击 工具变量, m
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ssc install lianxh, replace
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New!
lianxh
和songbl
命令发布了:
随时搜索连享会推文、Stata 资源,安装命令如下:
. ssc install lianxh
使用详情参见帮助文件 (有惊喜):
. help lianxh