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Keywords: Endogeneity
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Journal Articles
Review of Accounting and Finance 1–23.
Published: 15 July 2026
..., Historical VaR, Conditional VaR, upside potential and conditional upside potential. The author also addresses endogeneity using an instrumental-variable approach, firm-fixed effects to control for time-invariant firm-specific omitted-variable bias, and propensity-matching regression to address...

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