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Using the following data to run a regression analysis to roughly estimate the beta of Amazon. Dependent variable (Y): Daily holding period return of
Using the following data to run a regression analysis to roughly estimate the beta of Amazon. Dependent variable (Y): Daily holding period return of Amazon from Jan,1,2016 to Dec,31,2016. Independent variable (X): Daily holding period return of S&P 500 index from Jan,1,2016 to Dec,31,2016. (1) Report the regression output. (2) Plot the daily returns of Amazon and S&P on the same chart.
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Financial Markets and Institutions
Authors: Jeff Madura
11th Edition
1133947875, 9781305143005, 1305143000, 978-1133947875
