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Ahn, Seung C.'s
Scholarly Papers
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Total Downloads
1,450 |
Total
Citations
35 |
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1.
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Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Gadarowski, Christopher Rowan University - Accounting & Finance
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Posted:
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30 Nov 99
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Last Revised:
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17 Apr 11
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543
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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
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06 Dec 09
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17 Apr 11
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two pass, Fama Macbeth, risk prices, autocorrelation
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Gadarowski, Christopher Rowan University - Accounting & Finance
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467
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2.
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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
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08 May 07
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31 Aug 12
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259
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Factor Analysis, Credit Risk, Common Factors, Canonical Correlations
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3.
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Gadarowski, Christopher Rowan University - Accounting & Finance
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207
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4.
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Moon, Hyungsik Roger University of Southern California - Department of Economics
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5.
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Perez, Marcos Fabricio Wilfrid Laurier University - School of Business & Economics
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21 May 07
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14 Apr 11
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113
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Factor Model, Number of Factors, GMM, Panel Data, Asset Pricing, International Asset Pricing
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6.
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Ahn, Seung C. Arizona State University (ASU) - Economics Department Horenstein, Alex R. Instituto Tecnológico Autónomo de México Wang, Na Hofstra University
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12 Mar 10
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Last Revised:
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13 Mar 11
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81
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factor models, beta matrix, rank, eigenvalues
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7.
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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
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19 Mar 10
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Last Revised:
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17 Apr 11
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1
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Two-Pass, risk prices, betas, beta rank
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