Lee's online archive

'전체 글'에 해당되는 글 175건

1. 2019.04.06 Dichev (1998) Is the Risk of Bankruptcy a Systematic Risk
2. 2019.04.06 Diether et al. (2002) Differences of Opinion and the Cross Section of Stock Returns
3. 2019.04.06 Fama and French (1992) The Cross-Section of Expected Stock Returns
4. 2019.04.06 Fama and French (1993) Common Risk Factors in the Returns on Stocks and Bonds
5. 2019.04.06 Fama and French (1996) Multifactor Explanations of Asset Pricing Anomalies
6. 2019.04.06 Fama and French (2006) Profitability, Investment, and Average Returns
7. 2019.04.06 Fama and French (2015) A Five-Factor Asset Pricing Model
8. 2019.04.06 Fama and MacBeth (1973) Risk, Return, and Equilibrium; Empirical Tests
9. 2019.04.06 Ferson and Harvey (1999) Conditioning Variables and the Cross Section of Stock Returns
10. 2019.04.06 Ferson et al. (1999) The Alpha Factor Asset Pricing Model; A Parable
11. 2019.04.06 Fu (2009) Idiosyncratic Risk and the Cross-Section of Expected Stock Returns
12. 2019.04.06 Gibbons et al. (1989) A Test of the Efficiency of a Given Portfolio
13. 2019.04.06 Goyal and Santa-Clara (2003) Idiosyncratic Risk Matters
14. 2019.04.06 Handa et al. (1989) The Relation Between the Return Interval and Betas; Implications for the Size Effect
15. 2019.04.06 Harvey (1989) Time Varying Conditional Covariances in Tests of Asset Pricing Models
16. 2019.04.06 Hayakawa (2016) Improved GMM Estimation of Panel VAR Models
17. 2019.04.06 Hillegeist et al. (2004) Assessing the Probability of Bankruptcy
18. 2019.04.06 Hou et al. (2014) Digesting Anomalies; An Investment Approach
19. 2019.04.06 Hutto and Gilbert (2014) VADER; A Parsimonious Rule-Based Model for Sentiment Analysis of Social Media Text
20. 2019.04.06 Jegadeesh and Titman (1993) Returns to Buying Winners and Selling Losers; Implications for Stock Market Efficiency
21. 2019.04.06 Jones and Lamont (2002) Short-Sale Constraints and Stock Returns
22. 2019.04.06 Kandel and Stambaugh (1995) Portfolio Inefficiency and the Cross-Section of Expected Returns
23. 2019.04.06 Kim (1995) The Errors-In-Variables Problem in the Cross-Section of Expected Stock Returns
24. 2019.04.06 Kim (2006) On the Information Uncertainty Risk and the January Effect
25. 2019.04.06 Kim and Qi (2010) Accruals Quality, Stock Returns, and Macroeconomic Conditions
26. 2019.04.06 Kothari and Warner (1997) Measuring Long-Horizon Security Price Performance
27. 2019.04.06 Lo and MacKinlay (1990) Data-Snooping Biases in Tests of Financial Asset Pricing Models
28. 2019.04.05 Lo and MacKinlay (1990) When are Contrarian Profits Due to Stock Market Overreaction
29. 2019.04.05 Louzis et al. (2012) Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece
30. 2019.04.05 MacKinlay (1997) Event Studies in Economics and Finance