Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10012414662
A major obstacle for research in international asset pricing and corporate finance has been a lack of reliable and publicly available data on international common risk factors and portfolios. To address this gap, we provide a step-by-step description of how appropriately screened data from...
Persistent link: https://www.econbiz.de/10008798062
Demand is growing for a better understanding of how assets are priced in countries outside of the U.S. While financial data are available for many firms world-wide, it is important to have a reliable and replicable method of constructing high-quality systematic risk factors from these data. This...
Persistent link: https://www.econbiz.de/10009236964
Persistent link: https://www.econbiz.de/10001604543
Persistent link: https://www.econbiz.de/10001163578
Persistent link: https://www.econbiz.de/10001336657
Persistent link: https://www.econbiz.de/10001731157