Fama-MacBeth first-stage time-series regression data
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This file includes 3 excels on Fama-MacBeth first-stage time-series regression data. The first excel includes portfolios “s1b1”-“s1b5” and “s2b1”-“s2b5”; the second excel includes portfolios “s3b1”-“s3b5” and “s4b1”-“s4b5”, and the third one includes the portfolios “s5b1”-“s5b5”
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figshare创建时间:
2017-02-16



