Risk, Return and Equilibrium: Empirical Tests (JPE 1973)

From ReplicationWiki
Revision as of 19:47, 28 August 2016 by Jan H. Höffler (Talk | contribs)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Eugene F. Fama, James D. MacBeth Risk, Return and Equilibrium: Empirical Tests JPE 1973 3 607-636 - -

Article information

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

Replication of this study

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
Heiko Bailer Fama MacBeth 1973: Reproduction, extension, robustification JESM 2007 1 41-63 - - 4 - (new methods & data) 1 - successful - 1 - yes -

References

DOI: - IDEAS: a/ucp/jpolec/v81y1973i3p607-36.html EconPapers: RePEc:ucp:jpolec:v:81:y:1973:i:3:p:607-36


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox