Lee's online archive

'전체 글'에 해당되는 글 173건

1. 2019.04.06 Fama and French (1992) The Cross-Section of Expected Stock Returns
2. 2019.04.06 Fama and French (1993) Common Risk Factors in the Returns on Stocks and Bonds
3. 2019.04.06 Fama and French (1996) Multifactor Explanations of Asset Pricing Anomalies
4. 2019.04.06 Fama and French (2006) Profitability, Investment, and Average Returns
5. 2019.04.06 Fama and French (2015) A Five-Factor Asset Pricing Model
6. 2019.04.06 Fama and MacBeth (1973) Risk, Return, and Equilibrium; Empirical Tests
7. 2019.04.06 Ferson and Harvey (1999) Conditioning Variables and the Cross Section of Stock Returns
8. 2019.04.06 Ferson et al. (1999) The Alpha Factor Asset Pricing Model; A Parable
9. 2019.04.06 Fu (2009) Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
10. 2019.04.06 Gibbons et al. (1989) A Test of the Efficiency of a Given Portfolio
11. 2019.04.06 Goyal and Santa-Clara (2003) Idiosyncratic Risk Matters
12. 2019.04.06 Handa et al. (1989) The Relation Between the Return Interval and Betas; Implications for the Size Effect
13. 2019.04.06 Harvey (1989) Time Varying Conditional Covariances in Tests of Asset Pricing Models
14. 2019.04.06 Hayakawa (2016) Improved GMM Estimation of Panel VAR Models
15. 2019.04.06 Hillegeist et al. (2004) Assessing the Probability of Bankruptcy
16. 2019.04.06 Hou et al. (2014) Digesting Anomalies; An Investment Approach
17. 2019.04.06 Hutto and Gilbert (2014) VADER; A Parsimonious Rule-Based Model for Sentiment Analysis of Social Media Text
18. 2019.04.06 Jegadeesh and Titman (1993) Returns to Buying Winners and Selling Losers; Implications for Stock Market Efficiency
19. 2019.04.06 Jones and Lamont (2002) Short-Sale Constraints and Stock Returns
20. 2019.04.06 Kandel and Stambaugh (1995) Portfolio Inefficiency and the Cross-Section of Expected Returns
21. 2019.04.06 Kim (1995) The Errors-In-Variables Problem in the Cross-Section of Expected Stock Returns
22. 2019.04.06 Kim (2006) On the Information Uncertainty Risk and the January Effect
23. 2019.04.06 Kim and Qi (2010) Accruals Quality, Stock Returns, and Macroeconomic Conditions
24. 2019.04.06 Kothari and Warner (1997) Measuring Long-Horizon Security Price Performance
25. 2019.04.06 Lo and MacKinlay (1990) Data-Snooping Biases in Tests of Financial Asset Pricing Models
26. 2019.04.05 Lo and MacKinlay (1990) When are Contrarian Profits Due to Stock Market Overreaction
27. 2019.04.05 Louzis et al. (2012) Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece
28. 2019.04.05 MacKinlay (1997) Event Studies in Economics and Finance
29. 2019.04.05 MacKinlay and Richardson (1991) Using Generalized Method of Moments to Test Mean-Variance Efficiency
30. 2019.04.05 Maio and Santa-Clara (2012) Multifactor Models and Their Consistency with the ICAPM