[PDF] psu.edu

[PDF][PDF] Finite sample analysis of two-pass cross-sectional regressions

R Chen, R Kan - Citeseer
We investigate the finite sample properties of the two-pass cross-sectional regression (CSR)
methodology, which is popular for estimating risk premia and testing beta pricing models …
被引用次数：47 相关文章
[PDF] psu.edu

[PDF][PDF] Finite Sample Analysis of Two-Pass Cross-Sectional Regressions

R CHEN, R KAN - Citeseer
We investigate the finite sample properties of the two-pass cross-sectional regression (CSR)
methodology, which is popular for estimating risk premia and testing beta pricing models …
[PDF] utoronto.ca

[PDF][PDF] Finite Sample Analysis of Two-Pass Cross-Sectional Regressions

R CHEN, R KAN - www-2.rotman.utoronto.ca
We investigate the finite sample properties of the two-pass cross-sectional regression (CSR)
methodology, which is popular for estimating risk premia and testing beta pricing models …
[PDF] utoronto.ca

[PDF][PDF] Finite Sample Analysis of Two-Pass Cross-Sectional Regressions

R CHEN, R KAN - www-2.rotman.utoronto.ca
We investigate the finite sample properties of the two-pass cross-sectional regression (CSR)
methodology, which is popular for estimating risk premia and testing beta pricing models …