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Compare the regression results for the three periods. Is there a notable change in the beta or the alpha? What about the statistical significance of
Compare the regression results for the three periods. Is there a notable change in the beta or the alpha? What about the statistical significance of the estimates? Please describe in detail and reference the data ac a
Before the crisis: February January
Intercept estimated Jensen's alpha
Mrkt premium estimated beta
b
During the crisis: February March
Intercept estimated Jensen's alpha
Mrkt premium estimated beta
c
During the recovery phase: April March
Intercept estimated Jensen's alpha
Mrkt premium estimated beta
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