The US equity market premium surged 19.8% last year via daily data. By contrast, the size and value premia lost 7.9% and 7.2% ...

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Highlights,The model predicts portfolio returns using market exposure and two additional risk factors.,SMB and HML factors explain tendencies in returns based on market capitalization and ...

Here are seven of the best value ETFs to buy and hold in 2024: ...

First, I would only choose the ones with more than 3 years worth of data (at least 36 data points) and also calculate the average risk premium for them. ## # A tibble: 2 x 2 ## isREIT days_stocks ## ...

Online supplemental table 5 shows the detailed coefficients of temperature ... We also introduce a spatial model into the first step of the Fama-MacBeth regression to account for spatial correlation ...

At times, Kevin Roose writes, it feels like he is watching policymakers on horseback trying to install seatbelts on a passing ...