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Feeds
Submitted
Fama-MacBeth Cross-Sectional Regressions
This package provides a function to estimate a series of cross-sectional regressions à la Fama and MacBeth (1973)
12 months ago | 2 downloads |
Submitted
Univariate Portfolio Sorts
Perform single-sorting of assets based on one sorting variable.
12 months ago | 2 downloads |
