27 citations · 51 across the 4 of their papers we have counts for
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Beta-Sorted Portfolios
Matias D. Cattaneo, Richard K. Crump, Weining Wang +1
Beta-sorted portfolios---portfolios comprised of assets with similar covariation with selected risk factors---are a popular tool in empirical finance to analyze models of (conditio…
Binscatter Regressions
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
We introduce the package Binsreg, which implements the binscatter methods developed by Cattaneo, Crump, Farrell, and Feng (2024b,a). The package includes seven commands: binsreg, b…
On Binscatter
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing. We study the properties of this method formally and develop en…
Characteristic-Sorted Portfolios: Estimation and Inference
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell +1
Portfolio sorting is ubiquitous in the empirical finance literature, where it has been widely used to identify pricing anomalies. Despite its popularity, little attention has been…