Author Page for Seung C. Ahn

1.

Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach

Downloads 756 (54,017)

Citation 9

2

Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach

Number of pages: 53 Posted: 30 Nov 1999

Seung C. Ahn and Christopher Gadarowski

Arizona State University (ASU) - Economics Department and Rowan University - Accounting & Finance

Downloads 610 (70,618)

Citation 10

Abstract:

Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach

Number of pages: 48 Posted: 06 Dec 2009 Last Revised: 17 Apr 2011

Seung C. Ahn, Christopher Gadarowski and M. Fabricio Perez

Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics

Downloads 146 (318,098)

Abstract:

2.

Exploring Common Factors in the Term Structure of Credit Spreads: The Use of Canonical Correlations

Number of pages: 49 Posted: 08 May 2007 Last Revised: 31 Aug 2012

Seung C. Ahn, Stephan Dieckmann and M. Fabricio Perez

Arizona State University (ASU) - Economics Department, University of Pennsylvania - Finance Department and Wilfrid Laurier University - School of Business & Economics

Downloads 337 (144,048)

Citation 2

Abstract:

3.

Beta Matrix and Common Factors in Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Volume 53, Issue 3, 2018, Pages 1417-1440.

Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 11 Feb 2021

Seung C. Ahn, Alex R. Horenstein and Na Wang

Arizona State University (ASU) - Economics Department, University of Miami - School of Business Administration - Department of Economics and Hofstra University - Frank G. Zarb School of Business

Downloads 331 (146,867)

Citation 12

Abstract:

4.

Large-N and Large-T Properties of Panel Data Estimators and The Hausman Test

Number of pages: 66 Posted: 20 Sep 2001

Seung C. Ahn and Hyungsik Roger Moon

Arizona State University (ASU) - Economics Department and University of Southern California - Department of Economics

Downloads 324 (150,225)

Citation 6

Abstract:

5.

Small Sample Properties of the Model Specification Test Based on the Hansen-Jagannathan Distance

Number of pages: 37 Posted: 09 Nov 1999

Seung C. Ahn and Christopher Gadarowski

Arizona State University (ASU) - Economics Department and Rowan University - Accounting & Finance

Downloads 244 (200,859)

Citation 11

Abstract:

6.

Market Betas in Multi-factor Models

Number of pages: 51 Posted: 29 Mar 2017 Last Revised: 30 Dec 2020

Seung C. Ahn and Alex R. Horenstein

Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics

Downloads 187 (257,372)

Abstract:

7.

GMM Estimation of the Number of Latent Factors: With Application to International Stock Markets

Journal of Empirical Finance, Vol. 17, No. 4, 2010

Number of pages: 44 Posted: 21 May 2007 Last Revised: 14 Apr 2011

Seung C. Ahn and M. Fabricio Perez

Arizona State University (ASU) - Economics Department and Wilfrid Laurier University - School of Business & Economics

Downloads 155 (302,343)

Abstract:

8.

Eigenvalue Ratio Test for the Number of Factors

Econometrica, Vol. 81, No. 3

Number of pages: 26 Posted: 29 Mar 2017

Seung C. Ahn and Alex R. Horenstein

Arizona State University (ASU) - Economics Department and University of Miami - School of Business Administration - Department of Economics

Downloads 123 (362,269)

Citation 42

Abstract:

9.

Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions

Number of pages: 34 Posted: 19 Mar 2010 Last Revised: 17 Apr 2011

Seung C. Ahn, Christopher Gadarowski and M. Fabricio Perez

Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics

Downloads 87 (458,922)

Citation 4

Abstract:

10.

Forecasting with Partial Least Squares When a Large Number of Predictors Are Available

Number of pages: 95 Posted: 19 Oct 2022

Seung C. Ahn and Juhee Bae

Arizona State University (ASU) - Economics Department and University of Glasgow

Downloads 34 (707,299)

Seung C. Ahn

Arizona State University (ASU) - Economics Department

Associate Professor

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Scholarly Papers (10)

Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach

Two-Pass Cross-Sectional Regression of Factor Pricing Models: Minimum Distance Approach

Abstract:

Two-Pass Cross-Sectional Regression of Factor Pricing Models: A Minimum Distance Approach

Abstract:

Exploring Common Factors in the Term Structure of Credit Spreads: The Use of Canonical Correlations

Abstract:

Beta Matrix and Common Factors in Stock Returns

Abstract:

Large-N and Large-T Properties of Panel Data Estimators and The Hausman Test

Abstract:

Small Sample Properties of the Model Specification Test Based on the Hansen-Jagannathan Distance

Abstract:

Market Betas in Multi-factor Models

Abstract:

GMM Estimation of the Number of Latent Factors: With Application to International Stock Markets

Abstract:

Eigenvalue Ratio Test for the Number of Factors

Abstract:

Risk Premium Estimation with Multicollinear and Invariant Betas by the Two-Pass Cross-Sectional Regressions

Abstract:

Forecasting with Partial Least Squares When a Large Number of Predictors Are Available

Abstract: