Fama–MacBeth two-pass regressions: Improving risk premia...

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Finance Research Letters 2015 / 8

Fama–MacBeth two-pass regressions: Improving risk premia estimates

Bai, Jushan, Zhou, Guofu
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2015.08.001
Date:
August, 2015
File:
PDF, 378 KB
english, 2015
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