FAQsVolume 10 Issue 9
September-2023
eISSN: 2349-5162
- Share us
-
-
-
Journal of Emerging Technologies and Innovative Research ( An International Scholarly Open Access Journal, Peer-reviewed, Refereed Journal )
Impact factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal
UGC Approved Journal no 63975(19)
ISSN: 2349-5162 | ESTD Year : 2014 Call for Paper
Volume 11 | Issue 5 | May 2024
ISSN: 2349-5162 | ESTD Year : 2014 Call for Paper
Volume 11 | Issue 5 | May 2024
JETIREXPLORE- Search Thousands of research papers
Contact Us Click Here
WhatsApp Contact Click Here
Published in:
UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975
Unique Identifier
Published Paper ID:
JETIR2309561
Registration ID:
525534
Page Number
Important Links:
Jetir RMS
Title
THE FAMA-MACBETH REGRESSION TO TEST CAPM, AND OTHER ASSET PRICING MODELS
Abstract
In financial economics, asset pricing has been a critical topic. For asset pricing, Fama-MacBeth devised a unique regression procedure. Fama-MacBeth regression is a frequently used method in academia and practice for assessing CAPM, Fama-French three component model. This method has its own mathematics; nevertheless, the only way to run this method is through EViews, which is a very expensive application. As a result, the current work is an attempt to devise a strategy to run Fama-MacBeth regression in MS-Excel. There is no Fama-MacBeth regression add-in in MS-Excel.
Key Words
Fama-MacBeth Regression, Cross-section, CAPM, Regression in Excel
Cite This Article
"THE FAMA-MACBETH REGRESSION TO TEST CAPM, AND OTHER ASSET PRICING MODELS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.10, Issue 9, page no.f512-f516, September-2023, Available :http://www.jetir.org/papers/JETIR2309561.pdf
ISSN
2349-5162 | Impact Factor 7.95 Calculate by Google Scholar
An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator
Cite This Article
"THE FAMA-MACBETH REGRESSION TO TEST CAPM, AND OTHER ASSET PRICING MODELS", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.10, Issue 9, page no. ppf512-f516, September-2023, Available at : http://www.jetir.org/papers/JETIR2309561.pdf
Publication Details
Published Paper ID: JETIR2309561
Registration ID: 525534
Published In: Volume 10 | Issue 9 | Year September-2023
Page No: f512-f516
Country: DELHI, DELHI, India .
Area: Commerce
ISSN Number: 2349-5162
Publisher: IJ Publication
Published Paper URL :: https://www.jetir.org/view?paper=JETIR2309561
Published Paper PDF: https://www.jetir.org/papers/JETIR2309561
Download Paper / Preview Article
Download Paper
Preview This Article
Download PDF
Downloads
000135
Print This Page
Important Links:
Jetir RMS
