{"version":"1.0","provider_name":"SimTrade blog","provider_url":"https:\/\/www.simtrade.fr\/blog_simtrade","author_name":"Youssef LOURAOUI","author_url":"https:\/\/www.simtrade.fr\/blog_simtrade\/author\/ylouraoui\/","title":"Fama-MacBeth regression method: the stock approach vs the portfolio approach","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"AnDyA7vsKp\"><a href=\"https:\/\/www.simtrade.fr\/blog_simtrade\/fama-macbeth-stock-versus-portfolio-approach\/\">Fama-MacBeth regression method: the stock approach vs the portfolio approach<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/www.simtrade.fr\/blog_simtrade\/fama-macbeth-stock-versus-portfolio-approach\/embed\/#?secret=AnDyA7vsKp\" width=\"600\" height=\"338\" title=\"&#8220;Fama-MacBeth regression method: the stock approach vs the portfolio approach&#8221; &#8212; SimTrade blog\" data-secret=\"AnDyA7vsKp\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script>\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/\/# sourceURL=https:\/\/www.simtrade.fr\/blog_simtrade\/wp-includes\/js\/wp-embed.min.js\n<\/script>\n","description":"In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade &amp; Finance, 2021-2022) presents the Fama-MacBeth regression method used to test asset pricing models and addresses the difference when applying the regression method on individual stocks or portfolios composed of stocks with similar betas. This article is structured as follow: we introduce the Fama-MacBeth ... Read more","thumbnail_url":"https:\/\/www.simtrade.fr\/blog_simtrade\/wp-content\/uploads\/2021\/09\/Youssef_Louraoui.jpeg","thumbnail_width":960,"thumbnail_height":1280}