FamaMacBeth regression
Results: 4
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1![]() | A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll Abstract Several hundred factor candidates have been suggested in the literature. We propose a protocol for determining which factor candidatAdd to Reading ListSource URL: www.q-group.orgLanguage: English - Date: 2015-12-02 09:40:27 |
2![]() | Title: Speaker:Add to Reading ListSource URL: www.q-group.orgLanguage: English - Date: 2015-12-03 18:28:52 |
3![]() | Microsoft Word - CGS asset pricingAdd to Reading ListSource URL: www.q-group.orgLanguage: English - Date: 2015-12-04 10:03:38 |
4![]() | % Authors paper: Shmuel Baruch, Andrew Karolyi, and Michael LAdd to Reading ListSource URL: www.bsibank.comLanguage: English |