Stock Returns
收藏kaggle2024-03-20 更新2024-05-01 收录
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2024-03-20
相关数据集
Stock Returns
kaggle2021-06-20 更新00
Leverage and stock returns
The variables, L1 to L10, are the portfolios are created from the deciles of the gross and net debt ratio of non-financial firms in Indian and Chinese markets. MKT represents excess return on the mark
DataCite Commons2023-04-30 更新90
Leverage and stock returns
The variables, L1 to L10, are the portfolios are created from the deciles of the gross and net debt ratio of non-financial firms in Indian and Chinese markets. MKT represents excess return on the mark
DataCite Commons2023-04-30 更新40
Leverage and stock returns
The variables, L1 to L10, are the portfolios are created from the deciles of the gross and net debt ratio of non-financial firms in Indian and Chinese markets. MKT represents excess return on the mark
Figshare2023-04-30 更新10
Heteroskedasticity in Stock Returns
We use predictions of aggregate stock return variances from daily data to estimate time varying monthly variances for size-ranked portfolios. We propose and estimate a single factor model of heteroske
NBER1989-05-01 更新60
