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      • Fama and French Model
      • Fama – MacBeth
      • Cost of Equity using CAPM & FF3
      • Mutual Funds performance
    • Implied cost of equity (ICC)
      • The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. (2001) model
      • ICC GLS Model
      • Claus and Thomas (2001)
    • Herding behavior
    • Misvaluing Innovation
    • Portfolio standard deviation
    • Investors attention
    • Volatility Managed Portfolios
    • Zero-leverage firms
    • CEO debt and R&D
    • Bootstrap Fund Performance
    • Market liquidity
    • KMV – Default Probability
    • Sentiment, disagreement
    • Stock returns of banks
    • Event studies
    • P31 – Realized volatility
    • P40 – Share repurchases
    • P42 – Volatility portfolios
    • P43 – Trading rules
    • Financial Statement Comparability
    • Expected Idiosyncratic Skewness
    • Absolute Strength Momentum
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      • asdoc : examples
      • asdoc : Tables of summary statistics
    • ASROL: Rolling window stats
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      • Fama and French Model
      • Fama – MacBeth
      • Cost of Equity using CAPM & FF3
      • Mutual Funds performance
    • Implied cost of equity (ICC)
      • The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. (2001) model
      • ICC GLS Model
      • Claus and Thomas (2001)
    • Herding behavior
    • Misvaluing Innovation
    • Portfolio standard deviation
    • Investors attention
    • Volatility Managed Portfolios
    • Zero-leverage firms
    • CEO debt and R&D
    • Bootstrap Fund Performance
    • Market liquidity
    • KMV – Default Probability
    • Sentiment, disagreement
    • Stock returns of banks
    • Event studies
    • P31 – Realized volatility
    • P40 – Share repurchases
    • P42 – Volatility portfolios
    • P43 – Trading rules
    • Financial Statement Comparability
    • Expected Idiosyncratic Skewness
    • Absolute Strength Momentum
  • Stata Programs
    • ASDOC: Stata to Word
      • asdoc : examples
      • asdoc : Tables of summary statistics
    • ASROL: Rolling window stats
    • ASREG: rolling regressions
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    • ASCOL: Converts Data Frequency
    • ASM: Momentum Portfolios
    • Stata Random Tips
    • Download Statistics
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Forums

Home/Forums/
Forums2020-07-23T10:25:59+05:00

Home › Forums

    • Forum
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    • ASDOC : Easy Publication Quality Tables in Stata
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    • 8 months, 2 weeks ago

      Avik Mukherjee

    • ASGEN : Program for the Weighted Average Mean in Stata
    • 2
    • 4
    • 1 year, 6 months ago

      Attaullah Shah

    • ASREG : Rolling window and Fama-MacBeth Regressions
    • 11
    • 21
    • 1 year ago

      Gabriel Augusto

    • ASROL : Rolling Window and by-Group Descriptive Statistics
    • 4
    • 16
    • 1 year ago

      rosaliemcdaniel

    • Fillmissing: Fill Missing Values in Stata Variables
    • 2
    • 4
    • 1 year, 6 months ago

      Attaullah Shah

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Recent Projects

  • Conditional Beta using MGARCH Approach
  • Returns to New IPOs
  • Trading frequency | Price Impact
  • Measuring Financial Statement Comparability
  • Expected Idiosyncratic Skewness and Stock Returns
  • Absolute Strength Momentum

Contact Info

Institute of Management Sciences, Peshawar Pakistan

Email: attaullah.shah@imsciences.edu.pk

Copyright 2012 - 2020 Attaullah Shah | All Rights Reserved
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