Final Fama-MacBeth regression data

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.

本Excel文件为法马-麦克贝思（Fama-MacBeth）第二阶段截面回归数据集。该文件包含三个工作表，分别对应三个截面回归模型的数据，其回归结果已在文中的表5中展示。最后一个工作表则呈现了上述三个截面回归的回归结果。