Pastor and Stambaugh (2003) Liquidity Measure – Individual Stock

This post shows how to calculate the liquidity measure (gamma) of Pastor and Stambaugh (2003) using R code. For exposition purposes we use only two individual series : small firm index and ESG firm index. As expected, a PS liquidity measure for smal... Continue reading: Pastor and Stambaugh (2003) Liquidity Measure – Individual Stock
http://dlvr.it/SFB5kf

تعليقات

المشاركات الشائعة من هذه المدونة

How to add R {magrittr}’s %>% Pipe Operator in VSCode as Keyboard Shortcut