Work

Fama–MacBeth two-pass regressions: Improving risk premia estimates

Year: 2015

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2015.08.001

Authors: Jushan Bai, Guofu Zhou

Institutions: Columbia University, Washington University in St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Southwestern University of Finance and Economics

OpenAlex ID: W3123777286

FWCI: 6.382

Cites: 18

Cited by: 45

Related to: 10