[{"title":"( 33 个子文件 136.9MB ) Fama-French三因子模型数据和Stata代码(2000-2020年)","children":[{"title":"【优化】Fama-French五因子模型数据和Stata代码(2000-2020年)","children":[{"title":"Fama-French五因子模型比三因子模型更胜一筹吗——来自中国A股市场的经验证据(1).pdf <span style='color:#111;'> 946.73KB </span>","children":null,"spread":false},{"title":"五因子模型更新(1).do <span style='color:#111;'> 22.53KB </span>","children":null,"spread":false},{"title":"_Fama-French五因子模型在中国A股市场的实证研究(1).caj <span style='color:#111;'> 2.58MB </span>","children":null,"spread":false},{"title":"Size and Value in China.pdf <span style='color:#111;'> 656.39KB </span>","children":null,"spread":false},{"title":"数据","children":[{"title":"无风险利率.dta <span style='color:#111;'> 453.73KB </span>","children":null,"spread":false},{"title":"分组结果.dta <span style='color:#111;'> 889.04KB </span>","children":null,"spread":false},{"title":"日个股回报率.dta <span style='color:#111;'> 349.14MB </span>","children":null,"spread":false},{"title":"公司文件.dta <span style='color:#111;'> 1.72MB </span>","children":null,"spread":false},{"title":"综合月市场回报率.dta <span style='color:#111;'> 241.20KB </span>","children":null,"spread":false},{"title":"五因子数据.dta <span style='color:#111;'> 12.56KB </span>","children":null,"spread":false},{"title":"年个股回报率.dta <span style='color:#111;'> 5.41MB </span>","children":null,"spread":false},{"title":"月个股回报率.dta <span style='color:#111;'> 60.59MB </span>","children":null,"spread":false},{"title":"资产负债表.dta <span style='color:#111;'> 45.43MB </span>","children":null,"spread":false},{"title":"利润表.dta <span style='color:#111;'> 21.96MB </span>","children":null,"spread":false}],"spread":true},{"title":"结果整理2(1).xlsx <span style='color:#111;'> 66.32KB </span>","children":null,"spread":false},{"title":"Fama_French五因子模型在中国股票市场的实证检验_李志冰(1).pdf <span style='color:#111;'> 460.67KB </span>","children":null,"spread":false},{"title":"_Fama-French五因子模型在中国A股市场的实证研究.caj <span style='color:#111;'> 2.58MB </span>","children":null,"spread":false},{"title":"Size and Value in China(1).pdf <span style='color:#111;'> 656.39KB </span>","children":null,"spread":false},{"title":"五因子模型更新.do <span style='color:#111;'> 22.53KB </span>","children":null,"spread":false},{"title":"结果","children":[{"title":"五因子描述性统计.rtf <span style='color:#111;'> 2.99KB </span>","children":null,"spread":false},{"title":"Newey-West_T检验-OP.rtf <span style='color:#111;'> 2.19KB </span>","children":null,"spread":false},{"title":"25组收益率均值Size-Inv.xlsx <span style='color:#111;'> 2.75KB </span>","children":null,"spread":false},{"title":"利用其他四个因子回归解释第五个因子.rtf <span style='color:#111;'> 5.33KB </span>","children":null,"spread":false},{"title":"25组收益率均值-BM.xlsx <span style='color:#111;'> 2.74KB </span>","children":null,"spread":false},{"title":"Newey-West_T检验-Inv.rtf <span style='color:#111;'> 2.17KB </span>","children":null,"spread":false},{"title":"Newey-West_T检验-BM.rtf <span style='color:#111;'> 2.16KB </span>","children":null,"spread":false},{"title":"五因子相关性分析.rtf <span style='color:#111;'> 2.78KB </span>","children":null,"spread":false},{"title":"25组收益率均值Size-OP.xlsx <span style='color:#111;'> 2.74KB </span>","children":null,"spread":false},{"title":"25分组回归结果.xlsx <span style='color:#111;'> 12.57KB </span>","children":null,"spread":false}],"spread":true},{"title":"Fama_French五因子模型在中国股票市场的实证检验_李志冰.pdf <span style='color:#111;'> 460.67KB </span>","children":null,"spread":false},{"title":"结果整理2.xlsx <span style='color:#111;'> 66.32KB </span>","children":null,"spread":false},{"title":"Fama-French五因子模型比三因子模型更胜一筹吗——来自中国A股市场的经验证据.pdf <span style='color:#111;'> 946.73KB </span>","children":null,"spread":false}],"spread":false},{"title":"Fama-French三因子模型数据和Stata代码(2000-2020年).rar <span style='color:#111;'> 75.64MB </span>","children":null,"spread":false}],"spread":true}]