EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Linear factor model"
Narrow search

Narrow search

Year of publication
Subject
All
linear factor model 9 Theorie 7 Theory 7 CAPM 6 Factor analysis 4 Faktorenanalyse 4 GARCH effect 4 Linear factor model 4 excess stock returns 4 Portfolio selection 3 Portfolio-Management 3 Agribusiness 2 Agricultural Finance 2 Agricultural and Food Policy 2 Biofuels policy 2 Capital income 2 Cognitive skill 2 Kapitaleinkommen 2 Older sibling 2 Risikoprämie 2 Risk premium 2 biofuels policy 2 factor zoo 2 panel data 2 synthetic control method 2 Arbitrage 1 Asset pricing models 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian variable selection 1 Beta risk 1 Betafaktor 1 Bildungsniveau 1 Capital Asset Pricing Model 1 Capital market returns 1 Children 1 Cognition 1 Consistency 1 Cross-sectional regressions 1 Educational achievement 1
more ... less ...
Online availability
All
Free 8 Undetermined 5
Type of publication
All
Article 10 Book / Working Paper 6 Other 1
Type of publication (narrower categories)
All
Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 14 Undetermined 3
Author
All
Du, Xiaodong 4 Hennessy, David A. 4 Tepe, Fatma Sine 4 Ben-Michael, Eli 2 Dai, Xianhua 2 Feller, Avi 2 Heckman, James J. 2 Hwang, Soosung 2 Sun, Liyang 2 Ahn, Seung Chan 1 Boeck, Paul 1 Borri, Nicola 1 Burmeister, E. 1 Dolan, Conor 1 Gadarowski, Christopher 1 Grasman, Raoul 1 Halpin, Peter 1 Handa, Puneet 1 Kwon, Ji Ho 1 Linn, Scott C. 1 Liu, Yukun 1 McElroy, M. B 1 Paseka, Alexander 1 Perez, M. Fabricio 1 Rubesam, Alexandre 1 Satchell, Stephen 1 Sohn, Bumjean 1 Tsyvinski, Aleh 1 Zhou, Ji 1 Četverikov, Denis N. 1
more ... less ...
Institution
All
Agricultural and Applied Economics Association - AAEA 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Midwest Agribusiness Trade Research and Information Center (MATRIC), Iowa State University 1
Published in...
All
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Center for Agricultural and Rural Development (CARD) Publications 1 Cowles Foundation discussion paper 1 Economic Modelling 1 Economic modelling 1 Finance research letters 1 Journal of empirical finance 1 Journal of financial and quantitative analysis : JFQA 1 Journal of financial econometrics 1 Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications 1 Psychometrika 1 The European journal of finance 1 The financial review : the official publication of the Eastern Finance Association 1 cemmap working paper 1
more ... less ...
Source
All
ECONIS (ZBW) 9 RePEc 5 BASE 2 EconStor 1
Showing 1 - 10 of 17
Cover Image
One factor to bind the cross-section of returns
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2024
Persistent link: https://www.econbiz.de/10014538999
Saved in:
Cover Image
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho; Sohn, Bumjean - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
Cover Image
Using multiple outcomes to improve synthetic control method
Sun, Liyang; Ben-Michael, Eli; Feller, Avi - 2023
When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by balancing either a vector of all outcomes or an index or...
Persistent link: https://www.econbiz.de/10014445817
Saved in:
Cover Image
Bayesian selection of asset pricing factors using individual stocks
Hwang, Soosung; Rubesam, Alexandre - In: Journal of financial econometrics 20 (2022) 4, pp. 716-761
Persistent link: https://www.econbiz.de/10013349152
Saved in:
Cover Image
Using multiple outcomes to improve synthetic control method
Sun, Liyang; Ben-Michael, Eli; Feller, Avi - 2023
When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by balancing either a vector of all outcomes or an index or...
Persistent link: https://www.econbiz.de/10014480581
Saved in:
Cover Image
Unconditional tests of linear asset pricing models with time-varying betas
Zhou, Ji; Paseka, Alexander - In: The financial review : the official publication of the … 52 (2017) 3, pp. 373-404
Persistent link: https://www.econbiz.de/10011734604
Saved in:
Cover Image
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 20 (2014) 4/6, pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
Saved in:
Cover Image
The Impact of Biofuels Policy on Agribusiness Stock Prices
Tepe, Fatma Sine; Du, Xiaodong; Hennessy, David A. - 2010
Corn markets are important for many industries. These include the seed, fertilizer, meat production/processing and agricultural machinery sectors, all of which are highly concentrated. Oligopoly theory suggests that corn input and field equipment suppliers likely benefit from policies that...
Persistent link: https://www.econbiz.de/10009446072
Saved in:
Cover Image
The Impact of Biofuels Policy on Agribusiness Stock Prices
Tepe, Fatma Sine; Du, Xiaodong; Hennessy, David A. - Agricultural and Applied Economics Association - AAEA - 2010
Corn markets are important for many industries. These include the seed, fertilizer, meat production/processing and agricultural machinery sectors, all of which are highly concentrated. Oligopoly theory suggests that corn input and field equipment suppliers likely benefit from policies that...
Persistent link: https://www.econbiz.de/10009020754
Saved in:
Cover Image
Older siblings' contributions to young child's cognitive skills
Dai, Xianhua; Heckman, James J. - In: Economic modelling 35 (2013), pp. 235-248
Persistent link: https://www.econbiz.de/10010259456
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...