Dataset†
All data and programs used for this research project are available on request.
Conference†
Publications†
Published in Refereed Journals†
Works in Progress†
Presentations†
Conference Presentations†
- Estimating the Time-Varying Structure of Fama-French Multi-Factor Models
- Western Economic Association International 97th Annual Conference in Portland, U.S. (June 2022, scheduled)
Seminar Presentations†