Stock Returns

Stata Codes for Conditional Beta using MGARCH Approach

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Stata Codes for Conditional Beta using MGARCH Approach

Asset Pricing Models, Conditional Beta, Stock Returns

Stata Codes for Conditional Beta using MGARCH ApproachAttaullah Shah2020-08-28T12:52:23+05:00

Returns to New IPOs : Stata Codes

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Returns to New IPOs : Stata Codes

Abnormal Returns, Asset Pricing Models, Initial Public Offering | IPO, Stock Returns

Returns to New IPOs : Stata CodesAttaullah Shah2020-08-22T11:20:45+05:00

P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata

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P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata

GARCH, HAR RV, Model Comparison, Realized Volatility, Risk, Stock Returns

P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | StataAttaullah Shah2020-09-10T22:57:12+05:00

KMV – Merton Distance to Default Model through an iterative process in Stata

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KMV – Merton Distance to Default Model through an iterative process in Stata

Risk, Stock Returns

KMV – Merton Distance to Default Model through an iterative process in StataAttaullah Shah2020-09-11T18:47:52+05:00

Implied cost of equity(ICC) with Claus and Thomas (2001) in Stata | Excel

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Implied cost of equity(ICC) with Claus and Thomas (2001) in Stata | Excel

Asset Pricing Models, Cost of Equity, Equity Premium, Stock Returns

Implied cost of equity(ICC) with Claus and Thomas (2001) in Stata | ExcelAttaullah Shah2022-02-11T16:00:54+05:00

Investors attention and stock returns | Stata Codes

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Investors attention and stock returns | Stata Codes

Asset Pricing Models, Portfolios, Stock Returns

Investors attention and stock returns | Stata CodesAttaullah Shah2020-09-10T11:26:06+05:00