Tag: EMPIRICAL ANALYSIS OF FACTOR PRICING MODEL WITH UK DATASET

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This is a coursework of an investment subject which is Empirical asset pricing. To test the Factor pricing model by UK dataset followed the paper by GTC(2013). It needs to use the software STATA to examine the model and then Read More …

This is a coursework of an investment subject which is Empirical asset pricing. To test the Factor pricing model by UK dataset followed the paper by GTC(2013). It needs to use the software STATA to examine the model and then Read More …