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1-9 of 9
Keywords: Quantile regression
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Journal Articles
Fintech integration and the risk–return trade-off in the Indian banking sector
Available to Purchase
Journal:
Managerial Finance
Managerial Finance 1–20.
Published: 10 February 2026
.../methodology/approach Using panel data from the Nifty-listed banks over 2015–2023, we estimate a fixed-effects model and apply Baron and Kenny's mediation framework to test the hypothesized relationship. Quantile regression is employed to assess robustness across performance distributions, and structural...
Journal Articles
Bank competition and earnings management: Does institutional quality matter?
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2025) 51 (11): 1758–1774.
Published: 20 May 2025
..., we use a sample of 114 European Union (EU) banks from 2006 to 2019. The quantile regression method is the estimation technique used. Findings The results indicate that opportunistic earnings management increases in a highly competitive market. However, in countries with high institutional quality...
Journal Articles
Asymmetric dependence between the prospect theory value and stock returns in India: a quantile regression approach
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2025) 51 (2): 236–261.
Published: 08 October 2024
... observations. The analysis employs diverse statistical techniques, including Ordinary Least Squares (OLS), Fama–Macbeth Cross-section Regressions, Panel Fixed Effect and Quantile Regression. Findings The study demonstrates an asymmetric association between PTV and subsequent stock returns. The findings...
Includes: Supplementary data
Journal Articles
The prospect theory and the idiosyncratic risk-return linkage: a quantile regression approach for Vietnam’s stock market
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2024) 50 (8): 1533–1553.
Published: 28 June 2024
... for the losing (winning) stocks. To explore if the aforesaid patterns occur in Vietnam’s stock market, this paper employs the quantile regression method which is suitable for inspecting the relationship at the high and low tails of the stock returns. Findings The estimation results acknowledge the changes...
Journal Articles
Journal:
Managerial Finance
Managerial Finance (2022) 48 (4): 663–686.
Published: 17 February 2022
... the magnitude of tweet features and stock market features, the study uses quantile regression. Findings No monotonic relationship is found between the magnitude of tweet features and the magnitude of market features. The authors find no evidence that past values of tweet features can predict forthcoming...
Journal Articles
Adaptive market hypothesis and investor sentiments: global evidence
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2020) 46 (11): 1407–1436.
Published: 26 June 2020
... The emergence of new econometric tools (e.g. quantile regression) has facilitated a rigorous re-examination of the AMH in different markets (Al-Khazali and Mirzaei, 2017 ; Chu et al., 2019 ; Ito et al., 2016 ; Khuntia and Pattanayak, 2018 ; Kim et al., 2011 ; Neely et al...
Journal Articles
Do market participants value earnings management? An analysis using the quantile regression method
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2019) 45 (1): 103–123.
Published: 17 December 2018
... Applying the quantile regression and measuring gains and losses according to the stock returns, this study shows that the relation between earnings manipulation and stock returns is non-uniform and it varies significantly across various quantiles of the latter. Findings The empirical results imply...
Journal Articles
Bank capital and liquidity creation: new evidence from a quantile regression approach
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2018) 44 (12): 1382–1400.
Published: 06 November 2018
... was measured using a novel approach proposed by Berger and Bouwman (2007). This study uses the quantile regression (QR) and the instrumental variables QR, along with classical ordinary least squares (OLS) and panel regression, to deal with the mixed results reported by previous papers. Findings Using OLS...
Journal Articles
The impact of team performance and fan interest on NCAA football revenues
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2016) 42 (9): 902–912.
Published: 12 September 2016
...Stacey Brook Purpose The purpose of this paper is to examine the drivers of NCAA Football Bowl Subdivision total revenues from the 2007 to 2012 seasons. Design/methodology/approach The author uses both ordinary least squares and quantile regression to estimate the impact that winning...
