{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-20T22:03:30-04:00", "answer_date": "2024-06-20 22:03:30", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "3371064", "url": "\/study-help\/questions\/12-tests-on-univariate-sorts-compute-mean-excess-returns-3371064", "question_creation_date_js": "2024-06-20T22:03:30-04:00", "question_creation_date": "Jun 20, 2024 10:03 PM", "meta_title": "[Solved] 1.2 Tests on univariate sorts ' Compute m | SolutionInn", "meta_description": "Answer of - 1.2 Tests on univariate sorts ' Compute mean excess returns and tvalues for decile portfolios formed on size. Also com | SolutionInn", "meta_keywords": "1.2,tests,univariate,sorts,compute,excess,returns,tvalues,decile,portfolios,formed,size", "question_title_h1": "1.2 Tests on univariate sorts ' Compute mean excess returns and tvalues for decile portfolios formed on size. Also compute the mean for the highminuslomv", "question_title": "1.2 Tests on univariate sorts ' Compute mean excess returns and tvalues", "question_title_for_js_snippet": "1 2 Tests on univariate sorts ' Compute mean excess returns and tvalues for decile portfolios formed on size Also compute the mean for the highminuslomv portfolio that buys the portfolio that invests in smallest stocks and shorts the portfolio that invests in largest stocks ' Compute CAPIVI betas and intercepts for portfolios sorted on size ' Present your results in a table and comment on the pattern in returns ' Repeat the above tests for hookto market", "question_description": "\"image
\"image<\/div><\/div><\/div> 1.2 Tests on univariate sorts ' Compute mean excess returns and tvalues for decile portfolios formed on size. Also compute the mean for the highminuslomv portfolio that buys the portfolio that invests in smallest stocks and shorts the portfolio that invests in largest stocks. ' Compute CAPIVI betas and intercepts for portfolios sorted on size. ' Present your results in a table and comment on the pattern in returns. ' Repeat the above tests for hookto-market", "transcribed_text": "", "related_book": { "title": "Management Accounting Information for Decision-Making and Strategy Execution", "isbn": "137024975, 978-0137024971", "edition": "6th Edition", "authors": "Anthony A. Atkinson, Robert S. Kaplan, Ella Mae Matsumura, S. Mark Young", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/62.jpg", "uri": "\/textbooks\/management-accounting-information-for-decision-making-and-strategy-execution-6th-edition-62", "see_more_uri": "" }, "free_related_book": { "isbn": "1641523557", "uri": "\/textbooks\/the-attachment-theory-workbook-powerful-tools-to-promote-understanding-increase-stability-and-build-lasting-relationships-1st-edition-978-1641523554-176926", "name": "The Attachment Theory Workbook Powerful Tools To Promote Understanding Increase Stability And Build Lasting Relationships", "edition": "1st Edition" }, "question_posted": "2024-06-20 22:03:30", "see_more_questions_link": "\/study-help\/questions\/business-marketing-2022-June-08", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/how-many-kilograms-of-water-must-be-processed-to-obtain", "description": "How many kilograms of water must be processed to obtain 2.0 L of D2 at 25C and 0.90 atm pressure? 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