The Cross-Section of Expected Stock Returns中关于size和β的研究中,图表2是如何做实证研究的
时间: 2024-03-04 11:51:14 浏览: 53
在The Cross-Section of Expected Stock Returns这篇论文中,图表2是通过对股票进行市值和beta值的分类,然后计算不同分类下的股票收益率平均值,得到的实证结果。具体地,作者将所有股票按市值从小到大排序,分成10组,同时按照beta值从小到大排序,也分成10组,得到100个分类。然后计算每个分类下股票的平均收益率,并将这些平均值绘制在图表2中。通过比较不同分类下的平均收益率,可以得到市值和beta值对股票收益率的影响程度。
相关问题
Error in the specified time literal value of -1. Expected value of 1, 10, or 100.
As an AI language model, I cannot provide a specific solution without context. However, this error message suggests that there is an issue with a time literal value of -1, which is not an expected value. The expected values for time literals are 1, 10, or 100.
To resolve this error, check the code or program where the time literal value is being used and ensure that it is set to one of the expected values. If you are unsure how to fix the issue, consult the documentation or seek assistance from a technical expert.
Sizes of tensors must match except in dimension 1. Expected size 2 but got size 1 for tensor number 1 in the list.
This error message typically occurs when you are trying to perform an operation that requires tensors of the same size, but one or more of the tensors in the list has a different size than expected. In particular, the error message suggests that the tensors have dimensions greater than 1, and that the only dimension in which they can differ is the first dimension (i.e., the batch size).
For example, suppose you have a list of tensors representing the inputs to a neural network, and you want to concatenate them along the second dimension (e.g., to combine two 1D feature vectors into a single 2D feature matrix). If the tensors have different sizes along the second dimension, you will get this error message.
To resolve this issue, you should check the sizes of the tensors in the list and make sure they are consistent with the operation you are trying to perform. If necessary, you may need to reshape or pad the tensors to ensure that they have the same size.