my_dataset_Fomichev

Name: my_dataset_Fomichev
Creator: Arsenii Fomichev
Published: 2026-04-09T12:25:45+08:00

Mendeley Data2026-04-09 收录

量化因子构建

新兴市场估值

数据链接：

https://data.mendeley.com/datasets/tsssxzftdm 数据链接链接失效反馈

官方服务：

资源简介：

metodology of creating factors for FFC (Fama French Carhart) model for Index MSCI emerging markets

提供机构：

Arsenii Fomichev

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美股散户交易行为

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Wald coefficient restriction test.

摩擦分析

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The primary objective of this study is to empirically evaluate the role of various levels of financial friction in explaining stock returns through different asset pricing models. This study enhances

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风险溢价分析

新兴市场估值

This dataset provides the monthly data used to decompose Romania’s equity risk premium over the period 2015–2025. It supports the study titled “Decomposing Equity Risk Premia in Emerging European Equi

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MODEL0_1.xlsm

企业剥离交易

新兴市场估值

The model of the impact of divestiture transactions on the market value of a company in emerging markets

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Measure of variables used in this study.

金融摩擦度量

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The primary objective of this study is to empirically evaluate the role of various levels of financial friction in explaining stock returns through different asset pricing models. This study enhances

NIAID Data Ecosystem10

my_dataset_Fomichev

资源简介：

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