Data · dataset · 2023
HMLd
Listed in ScienceDB
The study titled, 'Credible Underwriting and Reputation: Non-contradiction of Higher IPO Underpricing' formally and theoretically motivates an intertemporal proxy for the severity of valuation uncertainty risk in stock markets that is termed, HMLd.
Description
Empirically, the proxy, HMLd is derived from the Fama and French (1993) HML factor. Starting with a file containing the 10 Deciles of Book-to-Market Portfolio (equal weighted) Returns that are downloaded from the Kenneth French Database, the data and program in this depository illustrate how to go about constructing the HMLd factor for any time frame that is of interest to the user of the program.
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.01883 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Social Science
- Inferred from text
- Banking, finance and investment 71%
Provenance · 1 source records, 12 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.01883 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].anzsrc:group:3502 | enrichment · scidb cn | taxonomy-embedding@1.0.0 | title+keywords+description (71%) |
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/rights |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |