For Robustness, use the CAPM model. What are the results? What is the difference between actual return
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Question:
For Robustness, use the CAPM model. What are the results? What is the difference between actual return and expected return (abnormal return)? Calculate CARs. Compare the market model and the CAPM model. Is it consistent with the market model, or was it different? Which model and result should you believe in most? d. Conduct any multifactor model or multiple regression to predict expected return of the company? How does the result differ from the market model and CAPM.
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