Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Year of publication: |
2013
|
---|---|
Authors: | Ahn, Seung C. ; Perez, M. Fabricio ; Gadarowski, Christopher |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 20.2013, p. 1-17
|
Saved in:
Saved in favorites
Similar items by person
-
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung Chan, (2013)
-
Robust two-pass cross-sectional regressions : a minimum distance approach
Ahn, Seung Chan, (2012)
-
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung C., (2013)
- More ...