Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Seung C. Ahn; M. Fabricio Perez; Christopher Gadarowski
| Year of publication: |
2013
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|---|---|
| Authors: | Ahn, Seung Chan ; Perez, M. Fabricio ; Gadarowski, Christopher |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 20.2013, p. 1-17
|
| Subject: | Two-pass | Fama-MacBeth | Cross-sectional regressions | Linear factor model | Risk premium | Risikoprämie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009717900