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Bibliographische Detailangaben
Beteiligte Personen: Gow, Ian D. (VerfasserIn), Ding, Tongqing (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Milton CRC Press 2025
Ausgabe:First edition
Schriftenreihe:Chapman and Hall/CRC Series on Statistics in Business and Economics Series
Links:https://doi.org/10.1201/9781003456230
Abstract:This textbook provides the foundation for a course that takes PhD students in empirical accounting research from the very basics of statistics, data analysis, and causal inference up to the point at which they conduct their own research.
Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- I. Foundations -- 1. Introduction -- 1.1. Structure of the book -- 1.2. Setting up your computer -- 2. Describing data -- 2.1. Introduction to R -- 2.2. Exploring data -- 2.3. Basic data analysis and statistics -- 2.4. Reproducible research -- 2.5. Further reading -- 2.6. Exercises -- 3. Regression fundamentals -- 3.1. Introduction -- 3.2. Running regressions in R -- 3.3. Frisch-Waugh-Lovell theorem -- 3.4. Further reading -- 4. Causal inference -- 4.1. Econometrics -- 4.2. Basic causal relations -- 4.3. Causal diagrams: Formalities -- 4.4. Discrimination and bias -- 4.5. Causal diagrams: Application in accounting -- 4.6. Further reading -- 5. Statistical inference -- 5.1. Some observations -- 5.2. Data-generating processes -- 5.3. Hypothesis testing -- 5.4. Differences in means -- 5.5. Inference with regression -- 5.6. Dependence -- 5.7. Further reading -- 6. Financial statements: A first look -- 6.1. Setting up WRDS -- 6.2. Financial statement data -- 6.3. Exercises -- 7. Linking databases -- 7.1. Firm identifiers -- 7.2. The CRSP database -- 7.3. Linking CRSP and Compustat -- 7.4. All about CUSIPs -- 8. Financial statements: A second look -- 8.1. Core attributes of financial statements -- 8.2. Balance sheets -- 8.3. Within-statement articulation -- 8.4. Across-statement articulation -- 8.5. Missing R&amp -- D -- 9. Importing data -- 9.1. Reading (seemingly) non-tabular data -- 9.2. Extracting data from messy formats -- 9.3. Further reading -- II. Capital Markets Research -- 10. FFJR -- 10.1. Efficient capital markets -- 10.2. Stock splits -- 10.3. Dividend policy -- 10.4. Replication of FFJR -- 10.5. Capital markets research in accounting -- 11. Ball and Brown (1968) -- 11.1. Principal results of Ball and Brown (1968).
Umfang:1 Online-Ressource (xiv, 576 Seiten) Illustrationen, Diagramme
ISBN:9781003456230
9781040159941