Yuning Cao

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Questions related from Yuning Cao

Is there an indicator that can represent the sum of two variables is large but the difference is small?

as the question

19 January 2024 1,642 2 View

Is there a second generation unit root test method for unbalanced panel data?

What are the unit root test techniques that can be used for unbalanced panel data with cross-sectional data? CADF seems to be OK, but CIPS seems not applicable. Is there any other method?

20 September 2022 7,578 1 View

Discussion about Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

In Jegadeesh's classic article, both the one factor model and the lead-lag model were used to test the sources of returns for the J/K strategy. Can I assume that the one factor model is a...

01 January 1970 2,759 2 View