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Fama MacBeth 1973: Reproduction, extension, robustification

Heiko Bailer, R. Douglas Martin

Journal of Economic and Social Measurement, 2007. DOI 10.3233/jem-2007-0268

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Risk, Return, and Equilibrium: Empirical Tests, Fama & MacBeth (1973). Journal of Political Economy. View paper

Cite this record

Bailer, H., & Martin, R. D. (2007). Fama MacBeth 1973: Reproduction, extension, robustification. Journal of Economic and Social Measurement, 32(1), 41–63. https://doi.org/10.3233/jem-2007

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