2. Column seven of the data set RecentFord.csv on the books web site contains Ford daily closing...
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2. Column seven of the data set RecentFord.csv on the book’s web site contains Ford daily closing prices, adjusted for splits and dividends, for the years 2009–2013. Repeat Problem 1 using these more recent returns.
One of returns is approximately −0.175. For part (d), use that return in place of Black Monday. (Black Monday, of course, is not in this data set.)
On what date did this return occur? Search the Internet for news about Ford that day. Why did the Ford price drop so precipitously that day?
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Statistics And Data Analysis For Financial Engineering With R Examples
ISBN: 9781493926138
2nd Edition
Authors: David Ruppert, David S. Matteson
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