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Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables

Kahloul, Ines and Ben Mabrouk, Anouar and Hallara, Salah-Eddine (2009): Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables.

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Abstract

We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied for testing the ownership-structure / diversification relationship. It consists of a dynamic procedure based on wavelets. A comparison with Neural Networks, the most used method, is provided to prove the efficiency of the here-developed one. The empirical tests are conducted on a set of French firms.

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