看Richardson 2006原文，第174页： The point estimate from this regression specification captures only investment in the current period. In unreported analyses this specification was estimated by industry and industry-year groupings (using Fama & French, 1997 industry definitions and the Fama & Macbeth, 1973 technique of estimating regression coefficients by group and averaging results across groups). The results are very similar to those reported in the table. Across all regression specifications the coefficient on V/P is significantly negative
也就是说，如果我英文理解没错的话，其实他都有做吧
扫码加好友，拉您进群
全部版块
我的主页
收藏
