Question
Please go to finance.yahoo.com and download historical prices for CAT and S&P 500 index. Estimate beta for CAT by using monthly, weekly, and daily data
Please go to finance.yahoo.com and download historical prices for CAT and S&P 500 index. Estimate beta for CAT by using monthly, weekly, and daily data for the period1/1/2006 - 12/31/2017. As discussed in the text, different data frequency tends to lead to different beta estimations.
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Small Business Management Launching and Growing New Ventures
Authors: Justin Longenecker, Leo Donlevy, Terri Champion, William Petty, Leslie Palich, Frank Hoy
6th Canadian edition
176532218, 978-0176532215
