| . |
Ahn, Seung C.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,450 |
Total
Citations
35 |
|
|
|
|
|
1.
|
|
Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Gadarowski, Christopher
Rowan University - Accounting & Finance
|
|
Posted:
|
|
30 Nov 99
|
|
Last Revised:
|
|
17 Apr 11
|
|
543
(22,827)
|
7
|
|
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Gadarowski, Christopher
Rowan University - Accounting & Finance Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
|
| Posted: |
|
06 Dec 09
|
|
Last Revised:
|
|
17 Apr 11
|
|
76
|
6
|
|
| |
|
| |
two pass, Fama Macbeth, risk prices, autocorrelation
|
|
|
|
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Gadarowski, Christopher
Rowan University - Accounting & Finance
|
|
467
|
7
|
|
| |
|
| |
|
|
|
|
|
|
2.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Dieckmann, Stephan
University of Pennsylvania - Finance Department Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
|
| Posted: |
|
08 May 07
|
|
Last Revised:
|
|
31 Aug 12
|
|
259
(56,972)
|
3
|
|
| |
|
| |
Factor Analysis, Credit Risk, Common Factors, Canonical Correlations
|
|
|
3.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Gadarowski, Christopher
Rowan University - Accounting & Finance
|
|
207
(72,257)
|
22
|
|
| |
|
| |
|
|
|
4.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Moon, Hyungsik Roger
University of Southern California - Department of Economics
|
|
198
(75,534)
|
1
|
|
| |
|
| |
|
|
|
5.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
|
| Posted: |
|
21 May 07
|
|
Last Revised:
|
|
14 Apr 11
|
|
113
(123,786)
|
1
|
|
| |
|
| |
Factor Model, Number of Factors, GMM, Panel Data, Asset Pricing, International Asset Pricing
|
|
|
6.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Horenstein, Alex R.
Instituto Tecnológico Autónomo de México Wang, Na
Hofstra University
|
| Posted: |
|
12 Mar 10
|
|
Last Revised:
|
|
13 Mar 11
|
|
81
(155,199)
|
|
|
| |
|
| |
factor models, beta matrix, rank, eigenvalues
|
|
|
7.
|
|
|
Ahn, Seung C.
Arizona State University (ASU) - Economics Department Gadarowski, Christopher
Rowan University - Accounting & Finance Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
|
| Posted: |
|
19 Mar 10
|
|
Last Revised:
|
|
17 Apr 11
|
|
49
(202,311)
|
1
|
|
| |
|
| |
Two-Pass, risk prices, betas, beta rank
|
|
