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Persistent and Transitory Components of Firm Characteristics 1

NIAID Data Ecosystem2026-05-01 收录

公司特征持久性分解

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数据链接：

https://data.mendeley.com/datasets/z399w7xnjp 数据链接链接失效反馈

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资源简介：

Part One of Dataset for replicating Persistent and Transitory Components of Firm Characteristics 1

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创建时间：

2024-02-12

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风险管理

"Risk management" in securities markets refers to the oversight of portfolio managers and professional traders when they trade on behalf of investors in security markets. Monitoring of their trading p

NBER2006-03-01 更新110

Fama-MacBeth first-stage time-series regression data

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金融经济学

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”-“s

DataCite Commons2020-09-02 更新90

Resolving Macroeconomic Uncertainty in Stock and Bond Markets

经济不确定性度量

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We establish an empirical link between the ex-ante uncertainty about macroeconomic fundamentals and the ex-post resolution of this uncertainty in financial markets. We measure macroeconomic uncertaint

NBER2006-06-01 更新40

Replication Data for: Equity Return Predictability with the ICAPM

金融

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The zipped file contains the Python code and data to replicate the results reported in the paper and the internet appendix.

Mendeley Data2024-03-27 更新110

Overspecified Asset Pricing Models JFE

金融市场

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YO_DATA0.xlsx - Data for Tables 1 and 2. Quarterly data 1951-2001. Sheet 1 "r25" - 25 nominal excess returns of size and book-to-market sorted portfolios. Sheet 2 "YO" - 3 factors in Yogo model (marke

DataCite Commons2025-04-01 更新50

Persistent and Transitory Components of Firm Characteristics 1

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