Zobrazeno 1 - 10
of 201
pro vyhledávání: '"Roussanov, A."'
Autor:
Gelman, Michael1 (AUTHOR), Roussanov, Nikolai2 (AUTHOR) nroussan@wharton.upenn.edu
Publikováno v:
Review of Financial Studies. Aug2024, Vol. 37 Issue 8, p2586-2624. 39p.
This paper introduces a simple and tractable sieve estimation of semiparametric conditional factor models with latent factors. We establish large-$N$-asymptotic properties of the estimators without requiring large $T$. We also develop a simple bootst
Externí odkaz:
http://arxiv.org/abs/2112.07121
Autor:
Roussanov, Nikolai1 (AUTHOR), Ruan, Hongxun2 (AUTHOR) nroussan@wharton.upenn.edu, Wei, Yanhao3 (AUTHOR)
Publikováno v:
Review of Financial Studies. Jun2021, Vol. 34 Issue 6, p3045-3094. 50p.
Publikováno v:
The Journal of Finance, 2020 Feb 01. 75(1), 323-375.
Externí odkaz:
https://www.jstor.org/stable/45277793
Publikováno v:
In Journal of Monetary Economics August 2018 97:29-44
Publikováno v:
The Journal of Finance, 2017 Dec 01. 72(6), 2629-2684.
Externí odkaz:
https://www.jstor.org/stable/26653294
Publikováno v:
In Journal of Monetary Economics January 2017 85:69-86
Publikováno v:
NBER Working Papers; Oct2023, Issue 31745-31814, p1-55, 55p
Autor:
Gelman, Michael, Roussanov, Nikolai
Publikováno v:
NBER Working Papers; Aug2023, Issue 31519-31610, p1-64, 64p
Publikováno v:
Review of Business and Economics Studies. 9:38-45
As of May 10, 2021, according to SPAC Alpha, there were 315 special purpose acquisition company (SPAC) IPOs completed YTD – more than 100 per cent higher than the number of SPAC IPOs in the previous four years combined. David Erickson, Itamar Drech
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b915f90f5874b4bf8574d0ba5d4c6ad8
https://doi.org/10.26794/2308-944x-2021-9-2-38-45
https://doi.org/10.26794/2308-944x-2021-9-2-38-45