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GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
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Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung Chan; Perez, M. Fabricio; Gadarowski, Christopher - In: Journal of empirical finance 20 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10009717900
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Small sample properties of the GMM specification test based on the Hansen - Jagannathan distance
Ahn, Seung Chan; Gadarowski, Christopher - In: Journal of empirical finance 11 (2004) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10001881010
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Follow the leader : index tracking with factor models
Jiang, Pan; Perez, M. Fabricio - In: Journal of empirical finance 64 (2021), pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
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Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung C.; Perez, M. Fabricio; Gadarowski, Christopher - In: Journal of empirical finance 20 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10010063411
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GMM estimation of the number of latent factors: With application to international stock markets
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-803
Persistent link: https://www.econbiz.de/10008436075
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Corrigendum to “GMM estimation of the number of latent factors: With application to international stock markets” [J Empir Financ. 17 (2010) 783–802]
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 5, pp. 1006-1007
Persistent link: https://www.econbiz.de/10008717984
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Stock market trading activity and returns around milestones
Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-585
Persistent link: https://www.econbiz.de/10009291038
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Stock market trading activity and returns around milestones
Aragon, George O.; Dieckmann, Stephan - In: Journal of empirical finance 18 (2011) 4, pp. 570-584
Persistent link: https://www.econbiz.de/10009306543
Cover Image
Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance
Ahn, Seung C.; Gadarowski, Christopher - In: Journal of empirical finance 11 (2004) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10007231010