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![]() Date: 2010-01-17 19:17:12Economics Capital asset pricing model Beta Fama–MacBeth regression Single-index model Financial economics Mathematical finance Finance | Add to Reading List |
![]() | 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 |
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