Wuhan, Hubei 430074
China
Huazhong University of Science and Technology
SSRN RANKINGS
in Total Papers Citations
Cryptocurrency; Market return; Size; Momentum; Factor model
panel data; slope heterogeneity; interactive effects; correlated random coefficients
method of moments, dynamic panel data, cross-sectional dependence, factor model
Large Panel Data, Interactive Effects, Common Factors, Principal Components Analysis, Instrumental Variables
Panel Data, Instrumental Variables, State Dependence, Social Interactions, Common Factors, Large N and T Asymptotics, Bank Risk Behavior, Capital Regulation