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Asset Pricing Models
Fama and French Model
Fama – MacBeth
Bootstrap Fund Performance
Investors attention
Misvaluing Innovation
Implied cost of equity (ICC)
Gebhardt et al. (2001) – GLS
ICC GLS Model
Claus and Thomas (2001)
Cost of Equity using CAPM & FF3
Mutual Funds performance
Event studies
Event study methodology
Returns to New IPOs
Share repurchases
Momentum & Trading
asm Momentum Portfolios
Absolute Strength Momentum
Non-parametric momentum
Trading rules
Herding behavior
Sentiment, disagreement
KMV – Default Probability
Earning Management Model
Market Liquidity
Market liquidity models
Bid Ask Spread
Volatility
Backtesting VaR Models
P42 – Volatility portfolios
P31 – Realized volatility
Volatility Managed Portfolios
Expected Idiosyncratic Skewness
CEO debt and R&D
Zero-leverage firms
Financial Statement Comparability
Stata Programs
ASDOC: Stata to Word
asdoc : examples
asdoc : Tables of summary statistics
ASROL: Rolling window stats
ASREG: rolling regressions
ASTILE: for Portfolios and Groups
ASCOL: Converts Data Frequency
ASM: Momentum Portfolios
Stata Random Tips
Download Statistics
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Home
Paid Help
Empirical Models using Stata®
Data Management
Paid Help | Pricing
Paid Help – Frequently Asked Questions (FAQs)
Privacy
Completed Projects
Asset Pricing Models
Fama and French Model
Fama – MacBeth
Bootstrap Fund Performance
Investors attention
Misvaluing Innovation
Implied cost of equity (ICC)
Gebhardt et al. (2001) – GLS
ICC GLS Model
Claus and Thomas (2001)
Cost of Equity using CAPM & FF3
Mutual Funds performance
Event studies
Event study methodology
Returns to New IPOs
Share repurchases
Momentum & Trading
asm Momentum Portfolios
Absolute Strength Momentum
Non-parametric momentum
Trading rules
Herding behavior
Sentiment, disagreement
KMV – Default Probability
Earning Management Model
Market Liquidity
Market liquidity models
Bid Ask Spread
Volatility
Backtesting VaR Models
P42 – Volatility portfolios
P31 – Realized volatility
Volatility Managed Portfolios
Expected Idiosyncratic Skewness
CEO debt and R&D
Zero-leverage firms
Financial Statement Comparability
Stata Programs
ASDOC: Stata to Word
asdoc : examples
asdoc : Tables of summary statistics
ASROL: Rolling window stats
ASREG: rolling regressions
ASTILE: for Portfolios and Groups
ASCOL: Converts Data Frequency
ASM: Momentum Portfolios
Stata Random Tips
Download Statistics
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asrol Stata rolling window statistics
asrol Stata rolling window statistics
Attaullah Shah
2023-07-15T15:00:13+05:00
asrol Stata rolling window statistics
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