OLS exposures of the 12-sector portfolios to Amihud illiquidity ratio and IML in the augmented Fama and French five-factor model.
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https://figshare.com/articles/dataset/OLS_exposures_of_the_12-sector_portfolios_to_Amihud_illiquidity_ratio_and_i_IML_i_in_the_augmented_Fama_and_French_five-factor_model_/9876257
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OLS exposures of the 12-sector portfolios to Amihud illiquidity ratio and IML in the augmented Fama and French five-factor model.
创建时间：
2019-09-18
