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Tuesday, August 4, 2020 | History

3 edition of R-squared around the world found in the catalog.

R-squared around the world

Jin, Li.

R-squared around the world

new theory and new tests

by Jin, Li.

  • 1 Want to read
  • 15 Currently reading

Published by National Bureau of Economic Research in Cambridge, Mass .
Written in English

    Subjects:
  • Investment analysis

  • Edition Notes

    StatementLi Jin, Stewart Myers.
    SeriesNBER working paper series -- no. 10453., Working paper series (National Bureau of Economic Research) -- working paper no. 10453.
    ContributionsMyers, Stewart C., National Bureau of Economic Research.
    The Physical Object
    Pagination40, [11] p. :
    Number of Pages40
    ID Numbers
    Open LibraryOL17623743M
    OCLC/WorldCa55137674

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R-squared around the world by Jin, Li. Download PDF EPUB FB2

R-Squared Around the World: New Theory and New Tests Li Jin, Stewart C. Myers. NBER Working Paper No. Issued in April NBER Program(s):Corporate Finance. Morck, Yeung and Yu (MYY, ) show that R2 and other measures of stock market synchronicity are higher in countries with less developed financial systems and poorer corporate governance.

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BibTeX @ARTICLE{Jin06r-squaredaround, author = {Li Jin and Stewart Myers and Li Jin and Stewart Myers and Li Jin and Stewart C. Myers}, title = {R-squared Around the World: New Theory and New Tests}, journal = {Journal of Financial Economics}, year = {}}.

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I also found this formula, R-squared = SSR/CTSS, where the SSR is the reduction sums of squares due to the model over and above the mean.

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