Perform the first-pass regressions as in the Chen, Roll, and Ross study and tabulate the relevant summary

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Perform the first-pass regressions as in the Chen, Roll, and Ross study and tabulate the relevant summary statistics. (Hint: Use the multiple regression tool from Excel. Estimate the beta of each stock on the two factors.) pl856

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 03:01 AM

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Perform the first-pass regressions as in the Chen, Roll, and Ross study and tabulate the relevant summary

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