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Risk, return and equilibrium: empirical tests(Fama and MacBeth).txt
76 Bytes
2023-12-22

包含三因子模型和Fama and MacBeth两步回归Stata代码更新至2020年.zip
本附件包括：
- dofile.do
- Earnings, retained earnings, and book-to-market i.pdf
- Result.docx
96.6 MB
2022-4-21

【论文实证】 - 包含三因子模型和Fama and MacBeth两步回归Stata代码.zip
本附件包括：
- dofile.do
- Earnings, retained earnings, and book-to-market i.pdf
- Result.docx
42.47 MB
2022-3-2

Fama.rar
本附件包括：
- Fama & French 1992 JF.pdf
- Fama & French 1992 JF.xml
- Fama & French 1993 Common Risk Factors in the Returns on Stocks and Bonds.pdf
- Fama & French 1996 JF.pdf
- Fama & French 2000 Characteristics, Covariances, and Average Returns 1929 to 1997.pdf
- Fama & French 2002 The equity premium.pdf
- Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
- Fama & French 2006 Profitability, investment and average returns.pdf
- Fama & French 2006 The Behavior of Interest Rates.pdf
- Fama & French 2006 The Value Premium and the CAPM.pdf
- Fama & French 2007 Disagreement, tastes, and asset prices.pdf
- Fama & French 2007 The anatomy of value and growth stock returns.pdf
- Fama & French 2008 Average Returns, BM, and Share Issues.pdf
- Fama & French 2008 Dissecting Anomalies.pdf
- Fama & French 2010 Luck versus Skill in the Cross-Section of Mutual.pdf
- Fama & French 2012 Size, value, and momentum in international stock returns.pdf
- Fama & French 2015 A five-factor asset pricing model.pdf
- Fama & French 2016 RFS Dissecting Anomalies with a Five-Factor Model.pdf
- Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
- Fama & French 2018 Choosing factors.pdf
- Fama & MacBeth 1973 JPE.pdf
- Fama 1965 Random Walks.pdf
- Fama 1965 The Behavior of Stock-Market Prices.pdf
- Fama 1970 Efficient Capital Markets A Review of Theory and Empirical work.pdf
- Fama 1984 Term Premiums in Bond Reuturns JFE.pdf
- Fama 1984 The Information in the Term Structure JFE.pdf
- Fama 1991 Efficient Capital Markets II JF.pdf
- Fama 1998 Market efficiency, long-term returns, and behavioral finance JFE.pdf
- Fama 2006 RFS.pdf
- Fama 2006 The Behavior of Interest Rates RFS.pdf
- Fama 2010 Gene Fama’s comments.pdf
- Fama 2011 My Life in Finance.pdf
- Fama 2012 Size, value,and momentum ininternational stock returns.pdf
- Fama and Blume 1966.pdf
- Fama, Fisher, Jensen, Roll 1969 The Adjustment of Stock Prices to New Information.pdf
- WP Interest Rates and Inflation Revisited.pdf
- Fama & Bliss 1987 AER.pdf
- Fama & Blume 1966 Filter Rules and Stock-Market Trading.pdf
- Fama & French 1987 JB.pdf
- Fama & French 1988 JF.pdf
- Fama & French 1988 JFE.pdf
- Fama & French 1988 JPE.pdf
- Fama & French 1989 Business conditions and expected returns on stocks and bonds.pdf
50.12 MB
2021-8-12

macbeth回归代码.txt
Fama-Macbeth回归代码
76 Bytes
2021-5-27

Fama-Macbeth两步回归Stata代码（附示例数据）.zip
本附件包括：
- Fama-Macbeth两步回归代码.do
- 数据.dta
9.42 MB
2021-5-13

Python for Finance：Fama_MacBeth 代码code in Python.rar
Fama-macbeth
本附件包括：
- Fama_MacBeth_01.py
409 Bytes
2020-11-9

Fama-macbeth+Fama-French三因子计算过程+求解SMB+HML程序 in SAS.rar
Fama-macbeth
507.07 KB
2020-11-9

基于“Risk,Return,and Equilibrium：Empirical Tests” 的Fama-macbeth：PPT讲解，代码.rar
Fama-macbeth
483.86 KB
2020-5-28

two_stage_fama_macbeth.pdf
80.89 KB
2016-7-19

fama macbeth回归相关.zip
有6个文件，其中一本书籍很贵买到，下下来就知道了。
16.83 MB
2016-3-31

1973_Fama_EugeneF_J.MacBeth_Risk_return__and_equilibrium_Empirical_tests.pdf
2.86 MB
2015-9-11

Lecture 5 Fama-Macbeth回归.pdf
929.36 KB
2014-11-30

fama_macbeth_tests_1973.pdf
Fama and Macbeth's seminal paper in 1973
939.95 KB
2014-3-5

英文原著类1.rar
本附件包括：
- MY LADY’S MONEY(我的女士的钱).pdf
- 50 bab ballads(50篇巴布歌谣).pdf
- a dream of john ball(约翰·勃尔的梦).pdf
- a fair penitent(由衷的忏悔).pdf
- a midsummer night’s dream(仲夏夜之梦).pdf
- a rogue’s life(一个无赖的一生).pdf
- Alexander’s Bridge(亚力山大的桥).pdf
- all’s well that end’s well(终成眷属).pdf
- An Old Town By The Sea(滨海古城).pdf
- ANTHOLOGY OF MASSACHUSETTS POETS(马萨诸赛诗人).pdf
- antony and cleopatra(安东尼和克利奥帕格拉).pdf
- arizona nights(亚利桑那之夜).pdf
- as you like it(皆大欢喜).pdf
- AUTOBIOGRAPHY AND SELECTED ESSAYS(自传和散文选).pdf
- billy baxter’s letters(比利巴克斯特书信).pdf
- Catherine_ A Story(凯瑟琳的故事).pdf
- CHARLOTTE TEMPLE(夏洛特·藤布尔).pdf
- Child Christopher and Goldilind the Fair(其尔得·克里斯托弗).pdf
- Coriolanus(科利奥兰纳斯).pdf
- CROTCHET CASTLE(科罗切特岛).pdf
- Cymbeline(辛白林).pdf
- DANNY’S OWN STORY(丹尼自传).pdf
- DREAMS & DUST(梦与尘).pdf
- Early Kings of Norway(古挪威的国王).pdf
- Female Suffrage(妇女的选举权).pdf
- FROM THE MEMOIRS OF A MINISTER OF FRANCE(法国某部长的回忆录).pdf
- Hamlet, Prince of Denmark(哈姆雷特).pdf
- History of Troilus and Cressida(特洛埃勒斯与克雷雪达).pdf
- Incognita(隐姓埋名).pdf
- Island Nights’ Entertainments(岛上夜间的娱乐).pdf
- Julius Caesar(裘力斯·凯撒).pdf
- King Henry IV Part 1(亨利四世I).pdf
- King Henry V(亨利五世).pdf
- King Henry VI Part 1(亨利四世Ⅰ).pdf
- King Henry VI Part 2(亨利四世Ⅱ).pdf
- King Henry VI Part 3(亨利四世Ⅲ).pdf
- King John(约翰王).pdf
- King Lear(李尔王).pdf
- King Richard II(理查二世).pdf
- King Richard III(理查三世).pdf
- Lays of Ancient Rome(古罗马方位).pdf
- Life of Francis Marion(弗朗西丝·马利翁传).pdf
- LONDON’S UNDERWORLD(地下伦敦).pdf
- Love’s Labour’s Lost(爱的徒劳).pdf
- Macbeth(麦克白恩).pdf
- Maid Marian(女孩马丽安).pdf
- Majorie Daw(马祖绿·多).pdf
- MALBONE_ AN OLDPORT ROMANCE.(马尔布恩).pdf
- Measure for Measure(量罪记).pdf
- MEN’S WIVES(妻室).pdf
- Miss or Mrs._(小姐还是夫人).pdf
- Much Ado about Nothing(无事生非).pdf
15.49 MB
2012-3-6

fama macbeth.pdf
风险杰作
2.86 MB
2009-12-29