MODEL0_1.xlsm

Figshare2020-05-11 更新2026-04-08 收录

企业剥离交易

新兴市场估值

数据链接：

https://figshare.com/articles/MODEL0_1_xlsm/12284171/1 数据链接链接失效反馈

官方服务：

资源简介：

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

创建时间：

2020-05-11

Wald coefficient restriction test.

摩擦分析

新兴市场估值

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

Figshare2025-07-14 更新50

A four-factor model for the Indonesian stock market

股票因子模型

新兴市场估值

A Four-Factor Model for the Indonesia Stock Market. The factors include market, size, value, and profitability factors. Asset spanning tests identify size (market capitalization), value (operating cas

NIAID Data Ecosystem20

Romania Equity Risk Premium Dataset, 2015–2025

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

DataCite Commons2026-04-29 更新10

my_dataset_Fomichev

量化因子构建

新兴市场估值

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

Mendeley Data20

Measure of variables used in this study.

金融摩擦度量

新兴市场估值

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

MODEL0_1.xlsm

资源简介：

相关数据集