3 What value for b do we expect for this regression, Rt+1 = a + bXt +...

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3 What value for b do we expect for this regression, Rt+1 = a + bXt + ut+1, in the classic ‘efficient markets’ view? Xt can be any variable. Interpret a test on b.

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Financial Economics And Econometrics

ISBN: 9781032070179

1st Edition

Authors: Nikiforos T. Laopodis

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Question Posted: Oct 26, 2024 08:00 AM

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3 What value for b do we expect for this regression, Rt+1 = a + bXt +...

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Financial Economics And Econometrics

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