What would you conclude if you performed the Fama and MacBeth tests and found that the coefficients

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What would you conclude if you performed the Fama and MacBeth tests and found that the coefficients on b 2 and s ( e ) were positive?

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 05:00 AM

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What would you conclude if you performed the Fama and MacBeth tests and found that the coefficients

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Investments

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