P. Goeij

Finance · 2004–2010

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it
• Economics and Econometrics — 10 citations into it

Whom P. Goeij trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. Almas Heshmati
4. Daniel B. Nelson
5. Y. Tse

Papers from P. Goeij's perspective

Ordered by how strongly the researchers P. Goeij trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. The Theory and Practice of Corporate Finance: Evidence from the Field
3. Market Timing and Capital Structure
4. A more complete conceptual framework for SME finance
5. Banking Market Structure, Financial Dependence and Growth: International Evidence from Industry Data
6. A Guide to Modern Econometrics
7. Testing Trade-Off and Pecking Order Predictions about Dividends and Debt
8. Trade-Off and Pecking Order Theories of Debt
9. The Happy Story of Small Business Financing
10. The Financial Structure of Private Held Belgian Firms

Their papers

• The impact of firm and industry characteristics on small firms’ capital structure (2010) — 437 citations
• Modeling the conditional covariance between stock and bond returns : A multivariate GARCH approach (2004) — 160 citations