Ementa:
Empirical methods for causal inference research in corporate finance and governance: randomized trials, regression, and instrumental variables, fixed effects and panel data, differences-in-differences, regression discontinuity design. Topics of corporate capital structure, dividend policy, financial restrictions, and cash flow sensitivities. Topics of agency theory, corporate governance mechanisms, and investor protection.
Bibliografia:
ANGRIST, Joshua D., and Jorn-Steffen Pischke, 2009, Mostly Harmless Econometrics, Princeton University Press, New Jersey. ANGRIST, Joshua D., and Jorn-Steffen Pischke, 2014, Mastering ‘Metrics – The Path from Cause to Effect, Princeton University Press, New Jersey. ATANASOV, Vladimir; Black, Bernard (2016). Shock-Based Causal Inference in Corporate Finance and Accounting Research. Critical Finance Review, vol. 5, no. 2 (2016): 207-304. ROBERTS, Michael R.; Whited, Toni M (2013). Endogeneity in Empirical Corporate Finance. In: Handbook of the Economics of Finance, vol. 2, pp. 493-572.