| dc.contributor | 財管系 | zh_TW |
| dc.creator (作者) | 陳聖賢 | zh_TW |
| dc.creator (作者) | Chen, Sheng-Syan | en_US |
| dc.creator (作者) | Ho, Kim Wai | en_US |
| dc.creator (作者) | Lee, Cheng-few | en_US |
| dc.creator (作者) | Shrestha, Keshab | en_US |
| dc.date (日期) | 2004-03 | |
| dc.date.accessioned | 15-Jun-2018 11:52:01 (UTC+8) | - |
| dc.date.available | 15-Jun-2018 11:52:01 (UTC+8) | - |
| dc.date.issued (上傳時間) | 15-Jun-2018 11:52:01 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/117774 | - |
| dc.description.abstract (摘要) | Since the work of Morck, Shleifer and Vishny (1988), nonlinear model specification has gained more attention in corporate finance research. In this paper, we provide a detailed review of the previous studies that have examined nonlinear relations in corporate finance. We review the theory and evidence in these studies and discuss the advantages and disadvantages of the various methodologies used to detect nonlinearity. We also suggest two possible methodological extensions, which we apply in the empirical analysis of R&D investment and firm value. | en_US |
| dc.format.extent | 157737 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Review of Quantitative Finance and Accounting, Vol.22, No.2, pp.141-169 | zh_TW |
| dc.subject (關鍵詞) | nonlinear models; residual analysis; nonlinearity with interaction effect | en_US |
| dc.title (題名) | Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions | en_US |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1023/B:REQU.0000015854.90533.be | |
| dc.doi.uri (DOI) | https://doi.org/10.1023/B:REQU.0000015854.90533.be | |
