Table 8

Controlling for industry-year fixed effects

Variables(1)(2)(3)(4)(5)(6)(7)(8)
REGIN_REG−0.181***   −0.161***   
(−12.016)   (−9.857)   
REGIN_RESP −0.164***   −0.206***  
 (−9.813)   (−8.957)  
REGIN_TIME  −0.159***   −0.179*** 
  (−9.999)   (−8.874) 
REGIN_DOLLAR   −0.093***   −0.087***
   (−5.805)   (−5.067)
SIZE−0.004−0.006−0.0030.0010.0030.0030.0030.002
(−0.240)(−0.380)(−0.226)(0.085)(0.813)(0.782)(0.681)(0.486)
AGE−0.125***−0.131***−0.132***−0.154***−0.001−0.001−0.002−0.000
(−6.745)(−7.042)(−7.114)(−6.512)(−0.064)(−0.184)(−0.196)(−0.031)
ROA−0.318***−0.324***−0.324***−0.327***0.030***0.030***0.030***0.031***
(−22.319)(−22.599)(−22.593)(−20.293)(3.094)(3.132)(3.146)(3.239)
RETURN0.024***0.026***0.026***0.021***−0.006−0.008−0.007−0.010
(5.137)(5.517)(5.415)(3.875)(−0.321)(−0.407)(−0.358)(−0.522)
INDCONC0.0320.0410.038−0.000−0.152***−0.163***−0.161***−0.160***
(1.239)(1.565)(1.457)(−0.003)(−6.027)(−6.438)(−6.376)(−6.237)
CEOTURN    −0.309***−0.313***−0.313***−0.320***
    (−18.354)(−18.470)(−18.531)(−18.487)
CEODUALITY    0.017***0.018***0.018***0.019***
    (3.191)(3.367)(3.316)(3.539)
BOARDSIZE    −0.005−0.000−0.001−0.002
    (−0.148)(−0.004)(−0.040)(−0.075)
Constant0.522***0.352***0.369***0.327***0.359**0.307**0.257*0.347***
(11.961)(10.220)(10.773)(7.481)(2.486)(2.278)(1.856)(7.916)
Observations78,52378,52378,52364,37861,09061,09061,09060,021
Adj. R-squared0.4920.5390.5390.5460.5150.5670.5680.547
Year fixed effectYesYesYesYesYesYesYesYes
Firm fixed effectYesYesYesYesYesYesYesYes
Industry-year fixed effectYesYesYesYesYesYesYesYes
Clustered std err by firmYesYesYesYesYesYesYesYes

Note(s): This table presents the results of adding industry-year fixed effects in the baseline models. Refer to Appendix A for detailed variable definitions. We winsorize all continuous variables at the upper and lower 1% of the sample distribution. ***, ** and * indicate significance at the 1%, 5% and 10% levels, respectively

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