Firms and Markets Department Publications

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1953 results, from 141
  • Refereed essays Web of Science

    A Nonparametric Efficiency Analysis of German Public Transport Companies

    In this paper, we present a nonparametric comparative efficiency analysis of 179 communal public transport bus companies in Germany (1990-2004). We apply both deterministic data envelopment analysis (DEA) and bootstrapping to test the robustness of our estimates and to test the hypothesis of global and individual constant returns to scale. We find that the average technical efficiency of German bus ...

    In: Transportation Research Part E 46 (2010), 3, S. 436-445 | Christian von Hirschhausen, Astrid Cullmann
  • Refereed essays Web of Science

    The Impact of Governance Structure on Firm Performance: An Application to the German Water Distribution Sector

    This paper investigates the impact of governance structure on firm performance (i.e., retail prices) using a database of 765 German water suppliers. Controlling for scale economies as well as technical and structural characteristics, we find that private sector participation is accompanied with higher retail prices. Furthermore, Eastern states on average feature higher prices mirroring significant ...

    In: Utilities Policy 18 (2010), 3, S. 154-162 | Sophia Rüster, Michael Zschille
  • Refereed essays Web of Science

    Overcoming Data Limitations in Nonparametric Benchmarking: Applying PCA-DEA to Natural Gas Transmission

    We empirically demonstrate a practical approach of efficiency evaluation with limited data availability in some regulated industries. We apply PCA-DEA for radial efficiency measurement to U.S. natural gas transmission companies in 2007. PCA-DEA reduces dimensions of the optimization problem while maintaining most of the variation in the original data. Our results suggest that the methodology reduces ...

    In: Review of Network Economics 9 (2010), 2, Article 4 | Maria Nieswand, Astrid Cullmann, Anne Neumann
  • Refereed essays Web of Science

    On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty

    We investigate the analytical and empirical linkages between cash flow, uncertainty, and firms' capital investment behavior. Our empirical approach constructs measures of own- and market-specific uncertainty from firms' daily stock returns and S&P 500 index returns along with a CAPM-based risk measure. Our results indicate that even in the presence of important firm-specific variables, uncertainty ...

    In: Oxford Economic Papers 62 (2010), 2, S. 286-306 | Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera
  • Refereed essays Web of Science

    Aid Delivery through Non-governmental Organisations: Does the Aid Channel Matter for the Targeting of Swedish Aid?

    This paper analyses whether aid channelled through non-governmental organisations (NGOs) is less affected by selfish donor motivations and better targeted to needy recipient countries than aid distributed by state agencies. We employ Tobit (and Probit) models and make use of an exceptionally detailed database that allows an assessment of the allocation of Swedish aid channelled through NGOs in comparison ...

    In: The World Economy 33 (2010), 2, S. 147-176 | Axel Dreher, Florian Mölders, Peter Nunnenkamp
  • Refereed essays Web of Science

    The Impact of Risk Attitudes on Entrepreneurial Survival

    Risk attitudes influence the complete life cycle of entrepreneurs. Whereas recent research underpins the theoretical proposition of a positive correlation between risk attitudes and the decision to become self-employed, the effects on survival are not as straightforward. Psychological research posits an inverse U-shaped relationship between risk attitudes and entrepreneurial survival. On the basis ...

    In: Journal of Economic Behavior & Organization 76 (2010), 1, S. 45-63 | Marco Caliendo, Frank M. Fossen, Alexander S. Kritikos
  • Refereed essays Web of Science

    On the Investment Sensitivity of Debt under Uncertainty

    We investigate the impact of debt on a panel of U.S. manufacturing firms' capital investment behavior as the underlying firm-specific and market-level uncertainty changes. Our estimates show that the influence of leverage on capital investment may be stimulating or mitigating depending on the effects of uncertainty.

    In: Economics Letters 106 (2010), 1, S. 25-27 | Christopher F. Baum, Mustafa Caglayan, Oleksandr Talavera
  • Refereed essays Web of Science

    Start-ups by the Unemployed: Characteristics, Survival and Direct Employment Effects

    Fostering and supporting start-up businesses by unemployed persons has become an increasingly important issue in many European countries. These new ventures are being subsidized by various governmental programs. Empirical evidence on skill-composition, direct job creation and other key variables is rather scarce, largely because of inadequate data availability. We base our analysis on unique survey ...

    In: Small Business Economics 35 (2010), 1, S. 71-92 | Marco Caliendo, Alexander S. Kritikos
  • Refereed essays Web of Science

    Does the European Natural Gas Market Pass the Competitive Benchmark of the Theory of Storage? Indirect Tests for Three Major Trading Points

    This paper presents the first comparative analysis of the relationship between natural gas storage utilization and price patterns at three major European trading points. Using two indirect tests developed by (Fama and French, 1987) and (Fama and French, 1988) that are applied in other commodity markets, we impose the no arbitrage condition to model the efficiency of the natural gas market. The results ...

    In: Energy Policy 37 (2009), 12, S. 5432-5439 | Marcus Stronzik, Margarethe Rammerstorfer, Anne Neumann
  • Refereed essays Web of Science

    Variable Selection and Oversampling in the Use of Smooth Support Vector Machines for Predicting the Default Risk of Companies

    In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objectives regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of smooth support vector machines (SSVM), and investigate how important factors such as the selection of appropriate ...

    In: Journal of Forecasting 28 (2009), 6, S. 512-534 | Wolfgang Härdle, Yuh-Jye Lee, Dorothea Schäfer, Yi-Ren Yeh
1953 results, from 141
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