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
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 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
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