File3. Fama-MacBeth first-stage time-series regression data
收藏Figshare2017-04-06 更新2026-04-08 收录
下载链接：
https://figshare.com/articles/dataset/Fama-MacBeth_first-stage_time-series_regression_data/4658806/2
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资源简介：
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”
提供机构：
Xiaoqun Liu; Youcong Chao; Shijun Guo
创建时间：
2017-04-06
