15 Fama-French Three-Factor Model
ECON 136 Empirical Financial Economics
Course Overview
1 Introduction
2 Tidyverse Basics: Vectors and Tibbles
3 dplyr Koans: Core Practice Set
4 Fulton Fish Market with dplyr
5 Fulton Fish Market with ggplot2
6 Working with Dates using Lubridate
7 Joins: Merging Data Sets with Keys
8 Building Winning Portfolios
9 Edmans, Garcia, and Norli (2007)
10 Functional Programming with map()
11 OLS Consistency Simulation
12 Omitted Variable Bias Simulation
13 The Capital Asset Pricing Model
14 Fama-MacBeth Regressions
15 Fama-French Three-Factor Model
16 Jegadeesh and Titman
17 DellaVigna and Pollet
18 FEARS Index
19 Final Synthesis
15 Fama-French Three-Factor Model
14 Fama-MacBeth Regressions
16 Jegadeesh and Titman