Using EViews, select one of the other stock series from the capm.wk1 file and estimate a CAPM

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Using EViews, select one of the other stock series from the ‘capm.wk1’

file and estimate a CAPM beta for that stock. Test the null hypothesis that the true beta is one and also test the null hypothesis that the true alpha (intercept) is zero. What are your conclusions?

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Introductory Econometrics For Finance

ISBN: 9780521694681

2nd Edition

Authors: Chris Brooks

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Question Posted: Jul 24, 2024 08:02 AM

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Using EViews, select one of the other stock series from the capm.wk1 file and estimate a CAPM

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Introductory Econometrics For Finance

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