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| First Page | Document Content | |
|---|---|---|
 Date: 2012-10-26 09:59:21Stock market Financial markets Behavioral finance Earnings response coefficient Mathematical finance Efficient-market hypothesis Fama–MacBeth regression Insider trading Share price Financial economics Economics Finance |
| Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper.DocID: 1nAwi - View Document |
| Microsoft Word - Two Stage Fama Macbeth 〰㌀0〮docxDocID: 1aKNZ - View Document |
| INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los AngelesDocID: 12s75 - View Document |
| SYSTEMATIC RISK CHARACTERISTICS OF CORPORATE EQUITY Geoffrey Shuetrim Research Discussion PaperDocID: VnkE - View Document |
| PDF DocumentDocID: lSpi - View Document |