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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