An Analysis of the Impact of Insider Trading on Executive Compensation in Listed Companies Based on VAR Modeling

An Analysis of the Impact of Insider Trading on Executive Compensation in Listed Companies Based on VAR Modeling

In this paper, we first establish a VAR model, screen the variables using the CSIS method so as to achieve fast dimensionality reduction, and use the cointegration theory to model non-stationary time variables to determine the pseudo-regression analysis between variables. Impulse response functions...

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Bibliographic Details
Main Author: Jin Li
Format: Article
Language:English
Published: Sciendo 2024-01-01
Series:Applied Mathematics and Nonlinear Sciences
Subjects:
var model
vector autoregression
impulse response
cointegration test
insider trading
00a71
Online Access:https://doi.org/10.2478/amns.2023.2.01563

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