结果:找到“cross-section”相关内容346个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
【论文实证】 - 包含三因子模型和Fama and MacBeth两步回归Stata代码
2 个回复 - 2721 次查看
参考文献
Gerakos J , Linnainmaa J T , Nikolaev V , et al. Earnings, retained earnings, and book-to-market in the cross section of expected returns[J]. Journal of Financial Economics, 2020, 135( 1):23 ...
2022-4-21 20:11 - Whatsappp - 现金交易版
【论文实证】 - 包含三因子模型和Fama and MacBeth两步回归Stata代码
12 个回复 - 3975 次查看
参考文献
Gerakos J , Linnainmaa J T , Nikolaev V , et al. Earnings, retained earnings, and book-to-market in the cross section of expected returns[J]. Journal of Financial Economics, 2020, 135( 1):23 ...
2022-3-2 18:14 - Whatsappp - 现金交易版
最新上财高级计量经济学:笔记+期末考试卷及答案
2 个回复 - 1133 次查看
最新上财高级计量经济学:笔记+期末考试卷及答案
教学参考书
【1】 Econometric Analysis of Cross Section and Panel Data, by jeffrey M. wooldrige
【2】 Econometrics, by fumio hayashi
...
2021-11-29 07:26 - Lamarr-202110 - 现金交易版
The Cross-Section of Corporate Bond Returns
0 个回复 - 290 次查看
【作者(必填)】
Marlena I. Lee[/backcolor]Dimensional Fund AdvisorsPhilipp Meyer-Brauns[/backcolor]Dimensional Fund AdvisorsSavina Rizova[/backcolor]Dimensional Fund AdvisorsSamuel Yusun Wang[/backcol ...
2020-10-31 23:19 - idzhoucong - 文献求助专区
The Cross-Section of Risk and Returns
0 个回复 - 555 次查看
The Cross-Section of Risk and Returns
Kent Daniel
Columbia Business School and NBER
Lira Mota
Columbia Business School
Simon Rottke
University of Amsterdam
Tano Santos
Columbia Business School ...
2020-4-25 16:51 - 2464_1576338390 - 论文版
The Cross-Section of Risk and Returns
2 个回复 - 460 次查看
【作者(必填)】
Kent Daniel, Lira Mota, Simon Rottke, Tano Santos
【文题(必填)】
The Cross-Section of Risk and Returns【年份(必填)】
May 2020
【全文链接或数据库名称(选填)】https://academic.oup.com ...
2020-4-23 09:40 - leosong - 求助成功区
THE CROSS-SECTION OF STOCK RETURNS
0 个回复 - 744 次查看
EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS-SECTION OF STOCK RETURNS
The existing literature finds conflicting results on the
cross-sectional relation between expected returns ...
2019-8-11 09:53 - 终身学习ing - 投行专版
Eviews: Cross-section SUR
13 个回复 - 16430 次查看
Eviews: Cross-section SUR的使用条件和选择准则?
数据类型:时序10年,横截面7个。
横截面<时间维度,故计量回归时对同样的模型使用了ols和Cross-section SUR两种方法。并得出2种类似结果。
但是,ols的结 ...
2011-4-26 13:01 - superxing - EViews专版