Fama MacBeth 1973: Reproduction, extension, robustification (JESM 2007)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Heiko Bailer, R Douglas Martin Fama MacBeth 1973: Reproduction, extension, robustification JESM 2007 1 41-63 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
E.F. Fama, J.D. MacBeth Risk, Return and Equilibrium: Empirical Tests JPE 1973 81(3) 607-636 - - 4 - (new methods & data) 1 - successful - 1 - yes -

References

DOI: - IDEAS: - EconPapers: -


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