JER, 第 8 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2003 |
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第 1 到 3 筆結果,共 18 筆
第 24 頁
... estimation period , since the beta estimation error from the first - pass is incorporated into the EIV correction procedure in the second - pass . That is , the EIV bias correc- tion results could vary according to the arbitrary choice ...
... estimation period , since the beta estimation error from the first - pass is incorporated into the EIV correction procedure in the second - pass . That is , the EIV bias correc- tion results could vary according to the arbitrary choice ...
第 46 頁
... estimation and for the explanatory power of market betas for average stock returns . Moreover , the EIV correction for the cross - sectional regression ( CSR ) risk premia estimates is conditional on the beta estimation of the first ...
... estimation and for the explanatory power of market betas for average stock returns . Moreover , the EIV correction for the cross - sectional regression ( CSR ) risk premia estimates is conditional on the beta estimation of the first ...
第 49 頁
... estimation period is not the same as T across assets , then T in equation ( A.6 ) can be replaced with the average of the beta estimation periods of all assets . When one idiosyncratic variable such as firm size is added into the CSR ...
... estimation period is not the same as T across assets , then T in equation ( A.6 ) can be replaced with the average of the beta estimation periods of all assets . When one idiosyncratic variable such as firm size is added into the CSR ...
內容
Dongcheol Kim Detecting Structural Shifts of | 21 |
22 | 39 |
Koji Okuguchi Ferenc Szidarovszky Oligopoly with | 51 |
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