Discovering causal relationships among financial variables associated with firm value using a dynamic Bayesian network

This study investigated the causal relationships among financial variables associated with firm value using a Causal Dynamic Bayesian Network (CDBN), which is an extension of the basic Bayesian network that captures both temporal and contemporaneous causal relationships. The CDBN model was construct...

Full description

Saved in:
Bibliographic Details
Main Authors: Ji Young Choi, Chae Young Lee, Man-Suk Oh
Format: Article
Language:English
Published: AIMS Press 2025-01-01
Series:Data Science in Finance and Economics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/DSFE.2025001
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This study investigated the causal relationships among financial variables associated with firm value using a Causal Dynamic Bayesian Network (CDBN), which is an extension of the basic Bayesian network that captures both temporal and contemporaneous causal relationships. The CDBN model was constructed using a panel dataset of listed manufacturing companies in Korea over a 14-year period (2009–2022). By visualizing the interactions between financial factors, the model makes it easy to understand their dynamic and instantaneous relationships, offering valuable insights into corporate finance. Key findings in the model include evidence of autocorrelation in all dynamic variables, a lagged feedback loop between the intangible assets ratio and firm value, the widespread impact of the COVID-19 pandemic on the financial sector, and important causal relationships involving key financial metrics such as the fixed assets ratio, firm value, and return on assets ratio.
ISSN:2769-2140