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  • Search: subject:"cross-sectional regression"
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Year of publication
Subject
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Regression analysis 12 Regressionsanalyse 12 cross-sectional regression 10 CAPM 8 Capital income 8 Estimation 8 Kapitaleinkommen 8 Schätzung 8 Cross-sectional regression 5 Theorie 5 Theory 5 Estimation theory 4 Portfolio selection 4 Portfolio-Management 4 Risk 4 Schätztheorie 4 asset pricing 4 factor models 4 Asset pricing 3 Risiko 3 Risikoprämie 3 Risk premium 3 Big Data 2 China 2 European term structure of interest rates 2 Factor analysis 2 Factor models 2 Faktorenanalyse 2 Fama-MacBeth 2 Fama-MacBeth' cross-sectional regression 2 Geldmenge 2 Idiosyncratic risk 2 Impact assessment 2 Money supply 2 South Korea 2 Südkorea 2 Wavelet analysis 2 Welt 2 Wirkungsanalyse 2 World 2
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Online availability
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Free 14 Undetermined 8 CC license 1
Type of publication
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Article 19 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Article 3 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 18 Undetermined 7
Author
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Asgharian, Hossein 2 Cascos, Ignacio 2 Cueto, José Manuel 2 Grané, Aurea 2 Jung, Hosung 2 Jurksas, Linas 2 Kiermeier, Michaela M. 2 Kim, Dongcheol 2 Maiti, Moinak 2 Abergel, Frédéric 1 Alexandridis, Antonis 1 Bajpai, Shweta 1 Bellone, Benoit 1 Ben Sita, Bernard 1 Brooks, Robin 1 Czasonis, Megan 1 Kalkuhl, Matthias 1 Kritzman, Mark 1 Lauridsen, Jørgen 1 Lehmann, Bruce N. 1 Liu, Qing 1 Mendoza, Octasiano M. Valerio 1 Messis, Petros 1 Modest, David M. 1 Mur, Jesùs 1 Negro, Marco Del 1 Pamir, Baykan 1 Shanken, Jay 1 Sharma, Anil Kumar 1 Soupé, François 1 Sui, Cong 1 Turkington, David 1 Van Heerden, JD 1 Van Rensburg, Paul 1 Wang, Shouyang 1 Wenz, Leonie 1 Zapranis, Achilleas 1 Zhou, Guofu 1
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Institution
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China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 International Monetary Fund (IMF) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1
Published in...
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Business and Economic Horizons (BEH) 2 Future Business Journal 2 Applied economics 1 Asia-Pacific journal of financial studies 1 CEMA Working Papers 1 China economic review : an international journal 1 Economics, management and financial markets 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 IMF Working Papers 1 International journal of Indian culture and business management 1 Journal of Geographical Systems 1 Journal of Risk and Financial Management 1 Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists 1 Journal of risk 1 Journal of risk and financial management : JRFM 1 Management Science 1 Open Economics 1 Open economics 1 Sloan working papers 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Paper 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Working papers / University of Kent, Kent Business School 1
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Source
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ECONIS (ZBW) 14 RePEc 7 EconStor 4
Showing 1 - 10 of 25
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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Models for expected returns with statistical factors
Cueto, José Manuel; Grané, Aurea; Cascos, Ignacio - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-17
under assessment are time-series regression, cross-sectional regression, and the Fama-MacBeth procedure. The main findings …
Persistent link: https://www.econbiz.de/10012611541
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Models for expected returns with statistical factors
Cueto, José Manuel; Grané, Aurea; Cascos, Ignacio - In: Journal of risk and financial management : JRFM 13 (2020) 12/314, pp. 1-17
under assessment are time-series regression, cross-sectional regression, and the Fama–MacBeth procedure. The main findings …
Persistent link: https://www.econbiz.de/10012392578
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The COVID report card
Czasonis, Megan; Kritzman, Mark; Pamir, Baykan; … - 2020 - This version: October 16, 2020
The authors model COVID infections and COVID deaths, both reported and implied, for the 50 U.S. states as well as the District of Columbia, and separately for a sample of 33 countries, as a function of pre-existing circumstances that citizens have no ability to control over the short term. These...
Persistent link: https://www.econbiz.de/10012502027
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Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?
Maiti, Moinak - In: Future Business Journal 5 (2019) 1, pp. 1-12
performance of the model. Fama-MacBeth's cross-sectional regression, residual graphs and GRS test all confirm the superiority of …
Persistent link: https://www.econbiz.de/10012664304
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Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?
Maiti, Moinak - In: Future Business Journal 5 (2019) 5, pp. 1-12
performance of the model. Fama-MacBeth's cross-sectional regression, residual graphs and GRS test all confirm the superiority of …
Persistent link: https://www.econbiz.de/10012137461
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A factor-based risk model for multifactor investment strategies
Abergel, Frédéric; Bellone, Benoit; Soupé, François - In: Journal of risk 24 (2022) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10014546343
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What factors shape the liquidity levels of euro area sovereign bonds?
Jurksas, Linas - In: Open Economics 1 (2018) 1, pp. 154-166
hundred bonds from six largest euro area sovereign bond markets. The created variables were used in a cross-sectional … regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity …
Persistent link: https://www.econbiz.de/10012598226
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What factors shape the liquidity levels of euro area sovereign bonds?
Jurksas, Linas - In: Open economics 1 (2018) 1, pp. 154-166
hundred bonds from six largest euro area sovereign bond markets. The created variables were used in a cross-sectional … regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity …
Persistent link: https://www.econbiz.de/10011989217
Saved in:
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Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework
Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - 2018
Persistent link: https://www.econbiz.de/10012164827
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