What would you have concluded if Fama and MacBeth had found that the coefficients on 2 and

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What would you have concluded if Fama and MacBeth had found that the coefficients on β2 and σ

(e) were positive? 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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What would you have concluded if Fama and MacBeth had found that the coefficients on 2 and

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ISE Investments

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