Final Fama-MacBeth regression data
收藏DataCite Commons2020-09-02 更新2024-07-25 收录
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https://figshare.com/articles/dataset/Final_Fama-MacBeth_regression_data/4658812
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资源简介：
The excel is Fama-MacBeth second-stage cross-sectional regression data. There are three sheets corresponding to data for three cross-sectional regression models the results of which are shown in table 5 in the context. The last sheet presents the regression results for the three cross-sectional regressions.
提供机构：
figshare
创建时间：
2017-02-16
