The Analysis of the Cross-Section of Security Returns

Keyphrases

• Regression Method 100%
• Cross-sectional Regression 100%
• Security Returns 100%
• Econometric Methods 66%
• Large Collection 33%
• Three-class 33%
• Generalized Method of Moments 33%
• Asset Pricing Model 33%
• Factor Model 33%
• Financial Assets 33%
• Beta Pricing Models 33%
• Fama 33%
• Formation Method 33%
• Two-pass Procedure 33%
• Security Characteristics 33%
• Time-series Observations 33%
• Portfolio beta 33%
• Macbeth 33%
• Portfolio Formation 33%
• ML Method 33%
• Security betas 33%
• Individual Security 33%

Economics, Econometrics and Finance

• Time Series 100%
• Econometrics 100%
• Financial Economics 50%
• Factor Model 50%
• Pricing 50%
• Machine Learning 50%