Hi, i am examining relation between firm performance and instiutional ownership.
I am now struggling to find suitable instruments for the potential endogenous variable of institutional ownership.
My intstruments: "SharesOutstand HistoricBeta StockLiquidity" fail to full fill exogeneity assumption.
Has someone a recommend for suitable alternative instruments or other analysing methods? What can i do?
Could i use countrydummyvariables as suitable instruments?
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