Fama–MacBeth regression

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1Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper.

Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper.

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2015-07-06 16:08:04
    2Microsoft Word - Two Stage Fama Macbeth �〰㌀0〮docx

    Microsoft Word - Two Stage Fama Macbeth 〰㌀0〮docx

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    Source URL: www.jasonhsu.org

    Language: English - Date: 2012-05-28 19:43:51
    3INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles

    INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles

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    Source URL: www.bostonfed.org

    Language: English - Date: 2007-09-11 17:58:21
    4SYSTEMATIC RISK CHARACTERISTICS OF CORPORATE EQUITY Geoffrey Shuetrim Research Discussion Paper

    SYSTEMATIC RISK CHARACTERISTICS OF CORPORATE EQUITY Geoffrey Shuetrim Research Discussion Paper

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    Source URL: www.rba.gov.au

    Language: English - Date: 2010-01-17 19:17:12
    5

    PDF Document

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    Source URL: www.afajof.org

    Language: English - Date: 2012-10-26 08:22:41
    6

    PDF Document

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    Source URL: www.afajof.org

    Language: English - Date: 2012-10-26 09:59:21