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user28909
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7 votes
1 answer
8k views

Fama Mac-Beth (1973) vs Fixed effect

7 votes
3 answers
256 views

Measuring alpha (Academia vs the Industry)

3 votes
3 answers
315 views

Fund size and alpha

3 votes
2 answers
361 views

Fama and French (market premium) factor

3 votes
2 answers
3k views

Choosing the right statistical test for Mutual Fund Performance Evaluation

1 vote
1 answer
1k views

The R-squared of the four factor model.

1 vote
1 answer
283 views

Does inflows to ETF affect equity prices?

0 votes
2 answers
117 views

Disadvantages of large panel

0 votes
1 answer
140 views

R-squared increase dramatically when including "time dummy" (STATA)

-1 votes
1 answer
573 views

Carhart (1997) momentum factor loading