Seung C. Ahn

Arizona State University (ASU) - Economics Department

Associate Professor

Tempe, AZ 85287-3806

United States

SCHOLARLY PAPERS

10

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29

CROSSREF CITATIONS

109

Scholarly Papers (10)

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 553 (50,785)
Citation 11

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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
Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 121 (243,810)

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two pass, Fama Macbeth, risk prices, autocorrelation

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
Arizona State University (ASU) - Economics Department, University of Pennsylvania - Finance Department and Wilfrid Laurier University - School of Business & Economics
Downloads 308 (103,049)
Citation 2

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Factor Analysis, Credit Risk, Common Factors, Canonical Correlations

3.

Beta Matrix and Common Factors in Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 46 Posted: 12 Mar 2010 Last Revised: 10 Feb 2020
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 289 (110,422)
Citation 7

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factor models, beta matrix, rank, risk factors, and asset prices

4.

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

USC CLEO Research Paper No. C01-20
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 267 (119,977)
Citation 5

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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 224 (143,173)
Citation 10

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6.

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 Marcos Fabricio Perez
Arizona State University (ASU) - Economics Department and Wilfrid Laurier University - School of Business & Economics
Downloads 140 (216,893)

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Factor Model, Number of Factors, GMM, Panel Data, Asset Pricing, International Asset Pricing

7.

On Cross-Sectional Distributions of Market Betas in Multifactor Models

Number of pages: 47 Posted: 29 Mar 2017 Last Revised: 23 Mar 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 116 (250,479)

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Excess returns, market portfolio, well-diversified portfolio, principal components

8.

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
Arizona State University (ASU) - Economics Department, Rowan University - Accounting & Finance and Wilfrid Laurier University - School of Business & Economics
Downloads 70 (344,714)
Citation 4

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Two-Pass, risk prices, betas, beta rank

9.

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 32 (479,381)
Citation 15

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Approximate factor models, number of factors, eigenvalues

10.

Beauty and Productivity: The Case of the Ladies Professional Golf Association

Contemporary Economic Policy, Vol. 32, Issue 1, pp. 155-168, 2014
Number of pages: 14 Posted: 20 Nov 2013
Seung C. Ahn and Young Hoon Lee
Arizona State University (ASU) - Economics Department and Sogang University - Department of Economics
Downloads 0 (698,441)
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