结果:找到“THE cross-SECTION”相关内容102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 - 2752 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 - 4072 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
Baker-Wurgler投资者情绪指数(五因子)(1990-2019)
21 个回复 - 9253 次查看 Baker-Wurgler投资者情绪指数(五因子)(1990-2019) 这份数据基于Malcolm Baker和 Jeffery Wurgler发表于The Journal of Finance的Investor Sentiment and the Cross-Section of Stock Returns一文的计算方法,计 ...2020-2-26 14:59 - zuohaoren - 现金交易版
Empirical asset pricing the cross section of stock returns PDF原版
20 个回复 - 12671 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali , Robert F. Engle , Scott Murray2017-9-28 17:36 - 十里春风 - 金融学(理论版)
The Cross-Section of Expected Stock Returns -E Fama & KR French.
4 个回复 - 2487 次查看 •TheCross-Section of Expected Stock Returns -E Fama & KR French. Journal ofFinance ,Vol 47, No 2, June 19922015-2-11 18:04 - HSBCRep - 金融学(理论版)
Fama French:the Cross-section of Expected Stock Returns原文、中文翻译、PPT
18 个回复 - 19304 次查看 附件中是我从网上整理的EUGENE F. FAMA and KENNETH R. FRENCH (1992)经典论文:the Cross-section of Expected Stock Returns的pdf原文,word中文翻译,以及ppt内容讲解。初学者难免出现错误请谅解。 ...2015-9-4 16:54 - Arsaces - 金融学(理论版)
Empirical Asset Pricing The Cross-Section of Stock Returns
9 个回复 - 3169 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns is a comprehensive overview of the most important findings of empirical asset pricing research. The book begins with thorough expositions of ...2017-6-24 20:17 - nivastuli - 金融学(理论版)
(数据与代码)The Cross-Section of Investment and Profitability Implications for
2 个回复 - 916 次查看 (数据与代码)The Cross-Section of Investment and Profitability Implications for Asset Pricing2022-10-16 11:38 - Martina904 - 量化投资
(数据与代码)Turning alphas into betas Arbitrage and the cross-section of risk
2 个回复 - 806 次查看 (数据与代码)Turning alphas into betas Arbitrage and the cross-section of risk2022-10-16 11:39 - Martina904 - 量化投资
【Wiley 金融】 Empirical Asset Pricing: The Cross Section of Stock Returns (2016
94 个回复 - 19978 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali, Robert F. Engle, Scott Murray “Bali, Engle, and Murray have produced a highly accessible introduction to the techn ...2016-12-1 13:51 - cmwei333 - 金融学(理论版)
factor modeling:the benefits of disentangling cross-sectional for explaining st
3 个回复 - 541 次查看 【作者(必填)】Bruce I. Jacobs and Kenneth N.Levy 【文题(必填)】factor modeling:the benefits of disentangling cross-sectional for explaining stock returns. 【年份(必填)】2021 【全文链接或数据 ...2021-10-19 12:44 - buludi - 文献求助专区
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
1 个回复 - 675 次查看 【作者(必填)】 23 【文题(必填)】 Good Volatility, Bad Volatility, and the Cross Section of Stock Returns【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/j ...2021-6-14 13:17 - internet.hzx - 求助成功区
Fama和French(1992)的The Cross-Section of Expected Stock Returns 中的一些疑问
0 个回复 - 693 次查看 这篇文章中return对β的Fama Macbeth回归,得到的结果是什么?是市场组合的平均收益率吗?2021-9-28 10:20 - Yao_shan - 新手入门区
Factors That Fit the Time Series and Cross-Section of Stock ReturnsI
1 个回复 - 1042 次查看 Factors That Fit the Time Series and Cross-Section of Stock ReturnsI Martin Lettau Haas School of Business, University of California at Berkeley, Berkeley, CA 94720, lettau@berkeley.edu,NBER,CEPR ...2020-4-25 16:45 - 2464_1576338390 - 论文版
Fundamental Analysis and the Cross-Section of Stock Returns
4 个回复 - 1093 次查看 【作者(必填)】Xuemin (Sterling) Yan, Lingling Zheng 【文题(必填)】Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach 【年份(必填)】The Review of Financial Studi ...2019-7-26 18:49 - yishuiyuan2604 - 求助成功区
The Cross-Section of Volatility and Expected Returns
3 个回复 - 1451 次查看 The Cross-Section of Volatility and Expected Returns ANDREW ANG, ROBERT J. HODRICK, YUHANG XING, and XIAOYAN ZHANG THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY 2006 ABSTRACT W ...2020-4-16 20:45 - 2464_1576338390 - 论文版
The Cross-Section of Corporate Bond Returns
0 个回复 - 390 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 expected Stock Returns 原文、中文翻译、PPTX详解
6 个回复 - 6230 次查看 The Cross--section of expected Stock Returns 原文、中文翻译、PPTX详解,供大家参考,欢迎同行交流!2017-8-3 11:07 - likemeyou - 金融学(理论版)
Crash Sensitivity and the Cross Section of Expected Stock Returns
2 个回复 - 968 次查看 【作者(必填)】 23 【文题(必填)】 Crash Sensitivity and the Cross Section of Expected Stock Returns【年份(必填)】 23 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/usercenter/paper/show?pap ...2019-10-12 20:44 - internet.hzx - 求助成功区
签到Empirical Asset Pricing: The Cross Section of Stock
0 个回复 - 378 次查看 Empirical Asset Pricing: The Cross Section of Stock跪求2020-7-2 13:59 - melody_66 - 灌水吧
sas做面板报错:There is only one cross section or time series observation.
2 个回复 - 3108 次查看 我要对上市公司的2005-2014年的季度数据进行一个面板回归: proc tscsreg data=dbteqr2; id stkcd ym; model dlr = ltrshr lpb lroa inA inB inC inD inE inF inG inH inI inJ inK inL inM inN inO inQ inR inS/f ...2015-2-3 21:34 - 上神之人 - SAS专版
New Methods for the Cross-Section of Returns
1 个回复 - 1077 次查看 New Methods for the Cross-Section of Returns G. Andrew Karolyi Cornell University SC Johnson College of Business Stijn Van Nieuwerburgh Columbia University Graduate School of Business The Review ...2020-4-25 16:16 - 2464_1576338390 - 论文版
The Cross-Section of Risk and Returns
0 个回复 - 591 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 - 476 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
EMPIRICAL ASSET PRICING The Cross Section of Stock Returns [高清]
5 个回复 - 2677 次查看 EMPIRICAL ASSET PRICING The Cross Section of Stock Returns [高清] TURAN G. BALI 【Cross section 的大神】 ROBERT F. ENGLE SCOTT MURRAY 20162018-2-2 18:39 - ka-ka - 金融学(理论版)
求The_Cross-Section_of_Expected_Stock_Returns中文版
0 个回复 - 475 次查看 有没有哪位大佬有The_Cross-Section_of_Expected_Stock_Returns的论文的中文版翻译,谢谢2019-12-7 09:06 - yyy1230 - 爱问频道
EDITOR'S CHOICE and the Cross-Section of Expected Returns
3 个回复 - 429 次查看 【作者(必填)】Campbell R. Harvey, Yan Liu, Heqing Zhu 【文题(必填)】EDITOR'S CHOICE… and the Cross-Section of Expected Returns 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://academ ...2019-12-5 17:07 - 迷途mitu - 求助成功区
Corporate Real Estate Holdings and the Cross-Section of Stock Returns
2 个回复 - 650 次查看 【作者(必填)】Selale Tuzel 【文题(必填)】Corporate Real Estate Holdings and the Cross-Section of Stock Returns 【年份(必填)】The Review of Financial Studies, Volume 23, Issue 6, June 2010, Pages ...2019-10-7 23:11 - huangxiaofen - 求助成功区
Sentiment vs liquidity pricing effects in the cross-section of UK stock returns
12 个回复 - 1163 次查看 【作者(必填)】Niall O’Sullivan, Sheng Zhu, Jason Foran 【文题(必填)】Sentiment versus liquidity pricing effects in the cross-section of UK stock returns 【年份(必填)】2019 【全文链接或数据库名 ...2019-7-18 16:17 - derek_zhu - 求助成功区
THE CROSS-SECTION OF STOCK RETURNS
0 个回复 - 849 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
Is There Momentum in Cross-Sectional Anomalies
2 个回复 - 616 次查看 【作者(必填)】Jarkko Peltomäki and Emilia Peni 【文题(必填)】Is There Momentum in Cross-Sectional Anomalies? 【年份(必填)】The Journal of Wealth Management Winter 2009, 12 (3) 78-88 【全 ...2019-8-9 01:29 - wangzt - 求助成功区
Cash-Flow News and the Investment Effect in the Cross Section of Stock Returns
1 个回复 - 555 次查看 【作者(必填)】Mike Qinghao Mao, K. C. John Wei 【文题(必填)】Cash-Flow News and the Investment Effect in the Cross Section of Stock Returns 【年份(必填)】HomeManagement Science,2015,Vol. 62, N ...2019-7-27 22:49 - wangzt - 求助成功区
Another Look at the Cross-Section of Expected Stock Returns
1 个回复 - 699 次查看 【作者(必填)】S. P. Kothari, Jay Shanken and Richard G. Sloan 【文题(必填)】Another Look at the Cross-Section of Expected Stock Returns 【年份(必填)】The Journal of Finance,Vol. 50, No. 1 (Mar. ...2019-7-27 01:52 - wangzt - 求助成功区
Firm-specific attributes and the cross-section of momentum
1 个回复 - 342 次查看 【作者(必填)】Jacob S.SagiMark S.Seasholes 【文题(必填)】Firm-specific attributes and the cross-section of momentum 【年份(必填)】Journal of Financial Economics, Volume 84, Issue 2, May 2007 【 ...2019-7-24 16:37 - wangzt - 求助成功区
The 52-week high, q-theory, and the cross section of stock returns
1 个回复 - 273 次查看 【作者(必填)】Thomas J.GeorgeaHwangChuan-YangbLiYuanc 【文题(必填)】The 52-week high, q-theory, and the cross section of stock returns 【年份(必填)】2018 【全文链接或数据库名称(选填)】Journal ...2019-7-15 15:11 - yishuiyuan2604 - 求助成功区
Day of the week and the cross-section of returns
1 个回复 - 415 次查看 【作者(必填)】JustinBirru 【文题(必填)】Day of the week and the cross-section of returns☆ 【年份(必填)】2018 【全文链接或数据库名称(选填)】 Journal of Financial Economics, Volume 130, Issue ...2019-7-15 10:20 - yishuiyuan2604 - 求助成功区
Crash Sensitivity and the Cross Section of Expected Stock Returns
2 个回复 - 837 次查看 【作者(必填)】 23 【文题(必填)】 Crash Sensitivity and the Cross Section of Expected Stock Returns【年份(必填)】 23 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/usercenter/paper/show?pap ...2019-7-12 00:31 - internet.hzx - 求助成功区
Investor Sentiment and the Cross-Section of Stock Returns
3 个回复 - 3183 次查看 请问谁有Baker,M, J. Wurgler. Investor Sentiment and the Cross-Section of Stock Returns.Journal of Finance No4,2006: 1645-1680这篇文章啊?写论文想参考这篇文献,能不能帮帮忙发给我,非常感谢!!!2014-12-29 16:16 - yangluning - 爱问频道
求JBF文献:Option-Implied variance asymmetry and the cross-section of stock retu
1 个回复 - 446 次查看 【作者(必填)】 TaoHuang[/backcolor] [/backcolor]JunyeLi[/backcolor] 【文题(必填)】 Option-Implied variance asymmetry and the cross-section of stock returns【年份(必填)】 2019 【全文链接或数据 ...2019-4-26 13:10 - cooper56 - 求助成功区
Idiosyncratic Volatility,Expected Windfall,and the Cross-Section of Stock Return
3 个回复 - 1043 次查看 【作者(必填)】 Chi Wan , [/backcolor]Zhijie Xiao 【文题(必填)】Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns in Essays in Honor of Peter C. B. Phillips (Advan ...2019-2-8 03:00 - leosong - 求助成功区
急求法玛的The Cross-Section of Expected Stock Returns论文中文分析
21 个回复 - 10719 次查看 小弟是个新人,现急求 法玛的《The Cross-Section of Expected Stock Returns》(1992)的论文分析,需要时中文的,求论坛里的大大们发发慈悲,有的给我发一份,感激不尽啊2010-12-8 21:17 - answer617728 - 文献求助专区
求法码(1992)the Cross-section of Expected Stock Returns的实验过程解释
0 个回复 - 1308 次查看 Fama, E.F. and K. French, On the Cross-Section of Expected Returns,如果要模仿他的实验,主要实验方法是什么?stata如何实现。2017-11-27 09:55 - saralistar - 金融学(理论版)
The Trend in Firm Profitability and the Cross-Section of Stock Returns
1 个回复 - 869 次查看 【作者(必填)】Ferhat Akbas, Chao Jiang and Paul D. Koch 【文题(必填)】The Trend in Firm Profitability and the Cross-Section of Stock Returns 【年份(必填)】Volume 92, Issue 5 , 2017/9 【全文链 ...2017-9-30 02:06 - saudada - 求助成功区
The Trend in Firm Profitability and the Cross Section of Stock Returns
0 个回复 - 974 次查看 【作者(必填)】Ferhat Akbas, Chao Jiang and Paul D. Koch 【文题(必填)】The Trend in Firm Profitability and the Cross Section of Stock Returns 【年份(必填)】Online Early (Feb 15, 2017) 【全文链 ...2017-7-17 17:05 - saudada - 文献求助专区
求书 Empirical Asset Pricing: The Cross Section of Stock Returns (2016)
9 个回复 - 4353 次查看 【作者(必填)】Bali 等 【文题(必填)】Empirical Asset Pricing: The Cross Section of Stock Returns 【年份(必填)】March 2016 【全文链接或数据库名称(选填)】http://www.rarshare.com/empirical-asset ...2016-5-28 10:05 - stxb - 求助成功区
Friewald and Wagner - The Cross-Section of Credit Risk Premia and Equity Returns
0 个回复 - 452 次查看 使用credit risk premium做股票交易策略的著名论文之一。2017-6-1 05:20 - siqihan - 灌水吧
求助文献《The Cross-section of Expected Stock Returns》
5 个回复 - 1472 次查看 【作者(必填)】 Fama E.F., French K.R. 【文题(必填)】 《The Cross-section of Expected Stock Returns》 【年份(必填)】 1992 【全文链接或数据库名称(选填)】2017-4-6 09:14 - 13146872107 - 求助成功区
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodolog
2 个回复 - 724 次查看 【作者(必填)】RAYMOND KAN, CESARE ROBOTTI, JAY SHANKEN 【文题(必填)】Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology 【年份(必填)】2013 【全文链接或数据库名称 ...2017-4-19 10:50 - MemMao - 求助成功区
The Cross Section of Expected Returns with MIDAS Betas
2 个回复 - 827 次查看 【作者(必填)】Mariano González (a1), Juan Nave (a1) and Gonzalo Rubio 【文题(必填)】The Cross Section of Expected Returns with MIDAS Betas 【年份(必填)】2011 【全文链接或数据库名称(选填)】ht ...2017-4-18 09:39 - MemMao - 求助成功区
Aggregation of Information About the Cross Section of Stock Returns: A Latent Va
3 个回复 - 863 次查看 【作者(必填)】Nathaniel Light Denys Maslov Oleg Rytchkov 【文题(必填)】Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach 【年份(必填)】2017 【全 ...2017-4-13 09:15 - MemMao - 求助成功区
Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Appro
3 个回复 - 1330 次查看 【作者(必填)】Xuemin (Sterling) Yan Lingling Zheng 【文题(必填)】Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach 【年份(必填)】2017 【全文链接或数据库名称 ...2017-4-6 20:23 - MemMao - 求助成功区
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
5 个回复 - 1311 次查看 【作者(必填)】Yufeng Han (a1), Ke Yang (a2) and Guofu Zhou (a3) 【文题(必填)】A New Anomaly: The Cross-Sectional Profitability of Technical Analysis 【年份(必填)】2013 【全文链接或数据库名称 ...2017-3-30 20:53 - MemMao - 求助成功区
A New Anomaly: The Cross-Sectional Proftability of Technical Analysis
2 个回复 - 742 次查看 【作者(必填)】Han (a1), Ke Yang (a2) and Guofu Zhou (a3) 【文题(必填)】A New Anomaly: The Cross-Sectional Proftability of Technical Analysis 【年份(必填)】2013 【全文链接或数据库名称(选填)】 ...2017-3-18 23:10 - MemMao - 求助成功区
Accruals, cash flows, and operating profitability in the cross section of stock
6 个回复 - 1082 次查看 【作者(必填)】Ray Ball, , Joseph Gerakosa, Juhani T. Linnainmaab, Valeri Nikolaeva 【文题(必填)】Accruals, cash flows, and operating profitability in the cross section of stock 【年份(必填)】20 ...2017-3-16 17:28 - MemMao - 求助成功区
求助:Empirical Asset Pricing: The Cross Section of Stock Returns
1 个回复 - 2078 次查看 Empirical Asset Pricing: The Cross Section of Stock Returns (Wiley Series in Probability and Statistics)Apr 4, 2016 by Turan G. Bali and Robert F. Engle2016-5-18 00:12 - beyondstar - R语言论坛
Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
3 个回复 - 769 次查看 【作者(必填)】Jie Cao 【文题(必填)】Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sc ...2016-9-11 21:33 - MemMao - 求助成功区
Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets M
3 个回复 - 752 次查看 【作者(必填)】Rodney D. Boehme 【文题(必填)】Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets M 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.scien ...2016-9-11 21:35 - MemMao - 求助成功区
The Cross-section of Expected Stock Returns New
2 个回复 - 1049 次查看 【作者(必填)】Jonathan Lewellen 【文题(必填)】The Cross-section of Expected Stock Returns 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.nowpublishers.com/article/Details/CFR-002 ...2016-8-25 23:36 - MemMao - 求助成功区
The Cross-section of Expected Stock Returns
3 个回复 - 1158 次查看 【作者(必填)】2015 【文题(必填)】The Cross-section of Expected Stock Returns 【年份(必填)】Jonathan Lewellen 【全文链接或数据库名称(选填)】http://www.nowpublishers.com/article/Details/CFR-002 ...2016-8-25 23:10 - MemMao - 求助成功区
Small Trades and the Cross-Section of Stock Returns
2 个回复 - 781 次查看 【作者(必填)】Soeren Hvidkjaer 【文题(必填)】Small Trades and the Cross-Section of Stock Returns 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/21/3/11 ...2016-8-11 21:12 - MemMao - 求助成功区
求助外文文献1篇Cross-sectional earnings risk and occupational sorting: the role
1 个回复 - 591 次查看 【作者(必填)】 [*]Holger Bonin, [*]Thomas Dohmen, , [*]Armin Falk, [*]David Huffman, [*]Uwe Sunde 【文题(必填)】 Cross-sectional earnings risk and occupational sorting: the role of risk atti ...2016-5-4 22:05 - haorenza - 求助成功区
the service sector and economic growth:some cross-section evidence
3 个回复 - 573 次查看 【作者(必填)】 Amitava Krishna Dutta & Keun Young Lee 【文题(必填)】 The service sector and economic growth: some cross-section evidence 【年份(必填)】 1993 【全文链接或数据库名称(选填)】 h ...2016-3-17 10:02 - RebBecca - 求助成功区
Introducing a New Form of Volatility Index: The Cross-Sectional Volatility index
0 个回复 - 1292 次查看 We introduce a new form of volatility index, the cross-sectional volatility index. Through formal central limit arguments, we show that the cross-sectional dispersion of stock return ...2016-1-21 22:11 - xiaorenwuhyl - MATLAB等数学软件专版
The Cross-section of Expected Stock Returns: Evidence From A-share Market
0 个回复 - 997 次查看 摘要:本文将要探讨1999-2010年A股市场上能够反映股票平均月度收益横截面变化的因素。使用单因素排序检验,单变量和多变量的横截面回归方法,我们并不能找到任何beta值和股票收益之间的关系。但是,我国股票市场的实 ...2016-1-7 10:41 - dlaicxf - 金融学(理论版)
求Fama和French论文《The Cross-Section of Expected Stock Returns》的中文翻译!!
15 个回复 - 9015 次查看 求Fama和French在1992年写的论文《The Cross-Section of Expected Stock Returns》的中文翻译或者相关解读分析!!! 全文中文翻译200论坛币 相关解读或者分析每篇20论坛币2012-10-3 22:18 - fisherlyk - 悬赏大厅
Residual-based tests for cointegration in panel data when the cross-sectionand t
4 个回复 - 881 次查看 【作者(必填)】Kao, C., Chen, B., 1995b 【文题(必填)】 .Residual-based tests for cointegration in panel data when the cross-sectionand time-series dimensions are comparable. Manuscript, Department ...2015-7-27 14:18 - liuchao187 - 求助成功区
Residual-based tests for cointegration in panel data when the cross-section and
1 个回复 - 885 次查看 【作者(必填)】Kao, C., Chen, B., 1995b 【文题(必填)】. Residual-based tests for cointegration in panel data when the cross-sectionand time-series dimensions are comparable. Manuscript, Department of ...2015-7-27 13:15 - liuchao187 - 文献求助专区
Time-Varying Liquidity Risk and the Cross Section of Stock Returns
1 个回复 - 744 次查看 【作者(必填)】Akiko Watanabe and Masahiro Watanabe[/backcolor] 【文题(必填)】Time-Varying Liquidity Risk and the Cross Section of Stock Returns 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 ...2015-2-7 10:32 - siegfriedkirche - 求助成功区
sas处理面板数据出错:There is only one cross section or time series observation.
0 个回复 - 2538 次查看 我要对上市公司的2005-2014年的季度数据进行一个面板回归: proc tscsreg data=dbteqr2; id stkcd ym; model dlr = ltrshr lpb lroa inA inB inC inD inE inF inG inH inI inJ inK inL inM inN inO inQ inR inS/f ...2015-2-3 21:26 - 上神之人 - SAS专版
【独家发布】AER 2011 Segregation and the quality of government in a cross section of c
2 个回复 - 918 次查看 AER 2011 Segregation and the quality of government in a cross section of countries2014-10-12 09:36 - yanwenshou - 经管书评
Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH
1 个回复 - 1022 次查看 【作者(必填)】 [*]Henry Leung, [*]Annica Rose and [*]P. Joakim Westerholm 【文题(必填)】Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH 【年份(必填)】2014 ...2014-9-29 19:41 - nkky2011 - 求助成功区
Fama&French 1992 The Cross-Section of Expected Stock Returns
2 个回复 - 2804 次查看 word图片版 阅读和打印都可以 但是不能修改2011-4-12 19:13 - oytwxl - 论文版
求助 Cross-sectional variation in the economic consequences
3 个回复 - 1284 次查看 【作者(必填)】 [*]Hans B. Christensen, [*]Edward Lee, [*]Martin Walker 【文题(必填)】Cross-sectional variation in the economic consequences of international accounting harmonization: The case ...2014-4-12 20:48 - yinghou1 - 求助成功区
The Divergence of Liquidity Commonality in the Cross- Section of Stocks
4 个回复 - 1123 次查看 【作者(必填)】Avraham Kamara,Xiaoxia Lou, Ronnie Sadka 【文题(必填)】The Divergence of Liquidity Commonality in the Cross- Section of Stocks 【年份(必填)】2008 【全文链接或数据库名称(选填)】 ...2012-12-18 22:03 - 309 - 求助成功区
The Cross Section of Money Market Fund Risks and Financial Crises*
0 个回复 - 943 次查看 Finance and Economics Discussion Series: 2010-51 Screen Reader version ♣ The Cross Section of Money Market Fund Risks and Financial Crises*Patrick McCabe Board of Governors of the Federal Res ...2014-3-29 21:33 - rainbow19720731 - 投资人(实务版)
A New Anomaly: The Cross-Sectional Pro tability of Technical Analysis
1 个回复 - 887 次查看 【作者(必填)】 Y Han, K Yang, G Zhou 【文题(必填)】A New Anomaly: The Cross-Sectional Pro tability of Technical Analysis" 【年份(必填)】 【全文链接或数据库名称(选填)】Journal of Financial an ...2014-2-12 11:30 - lk1966mail - 求助成功区
文献求助The determination of life premiums: An international cross-section ana
1 个回复 - 722 次查看 【作者(必填)】Michael Beenstock, Gerry Dickinson, Sajay Khajuria 【文题(必填)】The determination of life premiums: An international cross-section analysis 1970–1981 【年份(必填)】1980 【全文链 ...2013-11-2 19:53 - 驿马书灯 - 求助成功区
求FAMA的《THE CROSS-SECTION OF EXPECTED STOCK RETURNS》
4 个回复 - 3730 次查看 <P>谢谢</P>2006-10-23 20:09 - looger21 - 金融学(理论版)
Seasonality in the Cross Section of Stock Returns: The International Evidence St
2 个回复 - 843 次查看 【作者(必填)】 Steven L. Heston and Ronnie Sadka【文题(必填)】 Seasonality in the Cross Section of Stock Returns: The International Evidence Stock Market 【年份(必填)】 2010 【全文链接或数据库名称 ...2013-5-2 10:19 - living_stone - 求助成功区
The Cross-Section of Expected Stock Returns
0 个回复 - 1442 次查看 請問有人會運行The Cross-Section of Expected Stock Returns 裡SAS的程序嗎?2013-4-1 22:53 - WUTeng - SAS专版