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Perez, Marcos Fabricio's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
825 |
Total
Citations
14 |
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1.
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Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach
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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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Posted:
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06 Dec 09
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Last Revised:
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17 Apr 11
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76
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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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06 Dec 09
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Last Revised:
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17 Apr 11
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two pass, Fama Macbeth, risk prices, autocorrelation
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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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Last Revised:
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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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Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics Shkilko, Andriy
Wilfrid Laurier University Tang, Ning
Wilfrid Laurier University
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21 Mar 11
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Last Revised:
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02 Dec 11
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120
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stock splits, signaling, short selling
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4.
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Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics Brada, Josef C.
Arizona State University (ASU) - Economics Department Drabek, Zdenek
World Trade Organization (WTO)
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06 Dec 09
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Last Revised:
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17 Apr 11
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116
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foreign direct investment, capital flight, money laundering
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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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Last Revised:
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14 Apr 11
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113
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1
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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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Kalimipalli, Madhu
Wilfrid Laurier University - School of Business & Economics Nayak , Subhankar
Wilfrid Laurier University - Clarica Financial Services Research Centre Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
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01 Aug 11
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Last Revised:
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17 Apr 13
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92
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bond liquidity, equity volatility, illiquid markets, corporate bond spreads, dynamic relationships
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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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49
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1
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Two-Pass, risk prices, betas, beta rank
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8.
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Brada, Josef C.
Arizona State University (ASU) - Economics Department Drabek, Zdenek
World Trade Organization (WTO) Perez, Marcos Fabricio
Wilfrid Laurier University - School of Business & Economics
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