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Introduction

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Financial Microeconometrics

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Abstract

Financial microeconometrics is the application of microeconometric methods in corporate finance and accounting research. This introductory chapter focuses on the place of financial microeconometrics within the framework of corporate finance, accounting, corporate law, financial management, corporate governance, statistical methods, and financial econometrics. Reflections on the theory of corporate finance are complemented by reflections on its data-oriented counterpart—i.e., empirical corporate finance. The final part of the chapter is devoted to issues regarding the samples of microdata used in corporate finance and accounting research.

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Notes

  1. 1.

    Gruszczyński (2009) offers a detailed review of the two volumes by Eckbo (2007, 2008) (in Polish).

  2. 2.

    The Mikroekonometria book ed. by Gruszczyński was published in 2010 in Polish (Gruszczyński 2010) 2nd edition in 2012 (Gruszczyński 2012b).

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Authors and Affiliations

  1. Institute of Econometrics, SGH Warsaw School of Economics, Warsaw, Poland

    Marek Gruszczyński

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  1. Marek Gruszczyński
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Gruszczyński, M. (2020). Introduction. In: Financial Microeconometrics. Springer, Cham. https://doi.org/10.1007/978-3-030-34219-7_1

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