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Fama–MacBeth regression
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1	Internet Appendix to “Return Seasonalities” This Internet Appendix derives the expected Fama-MacBeth regression coefficient and details the additional tests discussed in the paper. Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2015-07-06 16:08:04
2	Microsoft Word - Two Stage Fama Macbeth 〰㌀0〮docx Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 19:43:51 Mathematical finance Financial markets Econometrics Fama–MacBeth regression Actuarial science Arbitrage pricing theory Capital asset pricing model Beta Factor analysis Financial economics Economics Statistics
3	INFORMATION DIFFUSION BASED EXPLANATIONS OF ASSET PRICING ANOMALIES Athanasios Bolmatis University of California, Los Angeles Add to Reading List Source URL: www.bostonfed.org Language: English - Date: 2007-09-11 17:58:21 Financial markets Mathematical finance Financial ratios Investment Capital asset pricing model Fama–MacBeth regression Beta Kenneth French Quantitative analyst Financial economics Finance Economics
4	SYSTEMATIC RISK CHARACTERISTICS OF CORPORATE EQUITY Geoffrey Shuetrim Research Discussion Paper Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2010-01-17 19:17:12 Economics Capital asset pricing model Beta Fama–MacBeth regression Single-index model Financial economics Mathematical finance Finance
5	PDF Document Add to Reading List Source URL: www.afajof.org Language: English - Date: 2012-10-26 08:22:41 Probability theory Mathematical finance Algebra of random variables Covariance Covariance and correlation Beta Fama–MacBeth regression Variance Fama–French three-factor model Statistics Financial economics Economics
6	PDF Document Add to Reading List Source URL: www.afajof.org Language: English - Date: 2012-10-26 09:59:21 Stock market Financial markets Behavioral finance Earnings response coefficient Mathematical finance Efficient-market hypothesis Fama–MacBeth regression Insider trading Share price Financial economics Economics Finance

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