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


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Last-modified: 2022-06-15 (水) 23:10:07 (110d)