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Search: subject:"Fama–Macbeth regression"
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Regression analysis
18
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16
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Fama-MacBeth regression
14
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8
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Kurz-Kim, Jeong-Ryeol
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ECONIS (ZBW)
23
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11
Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian
- In:
Finance research letters
43
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
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12
Impact of upward and downward earnings management on stock returns
Ali, Asgar
;
Bansal, Manish
- In:
South Asian journal of business studies
12
(
2023
)
2
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014305535
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13
Cross-sectional expected returns and predictability in the Korean stock market
Kim, Toyoung
;
Kim, Tong Suk
;
Park, Yuen Jung
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
15
,
pp. 3763-3784
Persistent link: https://www.econbiz.de/10012423689
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14
Intangible factor and idiosyncratic volatility puzzles
Li, Xing
;
Hou, Keqiang
;
Zhang, Chao
- In:
Finance research letters
34
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437005
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15
Does bank capitalization matter for bank stock returns?
Huang, Quibin
;
Haan, Jakob de
;
Scholtens, Bert
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012654904
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16
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan
-
2019
Persistent link: https://www.econbiz.de/10012126157
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17
Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors
Shi, Qi
;
Li, Bin
- In:
Finance research letters
29
(
2019
),
pp. 125-128
Persistent link: https://www.econbiz.de/10012417985
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18
Asset pricing test using alternative sets of portfolios: evidence from India
Das, Sudipta
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012309665
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19
A weighted Fama-MacBeth two-step panel regression procedure
Yoon, Ho-Jung
;
Lee, Kyuseok
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 677-683
Persistent link: https://www.econbiz.de/10012204306
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20
Determinants of the cross-sectional stock returns in Korea : evaluating recent empirical evidence
Hahn, Jaehoon
;
Yoon, Heebin
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011669067
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