Lee's online archive

'전체 글'에 해당되는 글 173건

1. 2019.04.05 Mohanram and Rajgopal (2009) Is PIN Priced Risk
2. 2019.04.05 Moskowitz (2003) An Analysis of Covariance Risk and Pricing Anomalies
3. 2019.04.05 Nagel (2005) Short Sales, Institutional Investors and the Cross-Section of Stock Returns
4. 2019.04.05 Pastor and Stambaugh (2003) Liquidity Risk and Expected Stock Returns
5. 2019.04.05 Petkova (2006) Do the Fama-French Factors Proxy for Innovations in Predictive Variables
6. 2019.04.05 Rouwenhorst (1998) International Momentum Strategies
7. 2019.04.05 Shachar et al. (2011) Brands; The Opiate of the Nonreligious Masses
8. 2019.04.05 Shanken (1992) On the Estimation of Beta-Pricing Models
9. 2019.04.05 Sloan (1996) Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings
10. 2019.04.05 Stambaugh et al. (2012) The Short of It; Investor Sentiment and Anomalies
11. 2019.04.05 Stambaugh et al. (2015) Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
12. 2019.04.05 Tang et al. (2013) Do Anomalies Exist Ex Ante
13. 2019.04.05 Titman et al. (2004) Capital Investments and Stock Returns
14. 2019.04.05 Vassalou (2003) News Related to Future GDP Growth as a Risk Factor in Equity Returns
15. 2019.04.05 Vassalou and Xing (2004) Default Risk in Equity Returns
16. 2019.04.05 Asset pricing CS regression
17. 2019.04.05 Asset pricing GMM test
18. 2019.04.05 Asset pricing theory (basic)
19. 2019.04.05 Asset pricing theory (intermediate)
20. 2019.04.05 GMM estimation
21. 2019.04.05 Kalman filter
22. 2019.04.05 ML estimation
23. 2019.04.05 Panel model
24. 2019.04.05 Panel Stata code
25. 2019.04.05 Panel VAR model
26. 2019.04.05 RBC model
27. 2019.04.05 RLS estimation
28. 2019.04.05 Calculus of variations
29. 2019.04.05 Econometrics (basic)
30. 2019.04.05 Econometrics (Bayesian)