Fama-MacBeth two-pass regressions : improving risk premia estimates
Year of publication: |
November 2015
|
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Authors: | Bai, Jushan ; Zhou, Guofu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 31-40
|
Subject: | Cross-section | Fama-MacBeth | Risk premia | Asset pricing models | CAPM | Theorie | Theory | Risikoprämie | Risk premium |
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