Search for:

• 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
• BLOG
• ForumsbbPress Forums
• About Us

Search for:

content integration Package

content integration PackageAttaullah Shah2023-09-14T11:01:48+05:00