(a) Explain the steps in the FamaMacBeth method for testing the CAPM. (b) What is the time-series...

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(a) Explain the steps in the Fama–MacBeth method for testing the CAPM.

(b) What is the time-series of cross-sections?

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Introductory Econometrics For Finance

ISBN: 9781108436823

4th Edition

Authors: Chris Brooks

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Question Posted: Jul 23, 2024 10:00 AM

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(a) Explain the steps in the FamaMacBeth method for testing the CAPM. (b) What is the time-series...

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Introductory Econometrics For Finance

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