Question
Suppose we have five signals: B/P, PM6m, ROE, EM3m, CAPXg, Suppose the data set is Russell 1000 (largest 1000 stocks in the US mar- ket),
Suppose we have five signals: B/P, PM6m, ROE, EM3m, CAPXg,
Suppose the data set is Russell 1000 (largest 1000 stocks in the US mar-
ket), would you think the OLS estimates are BLUE? Why? (20 points)
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Multinational Business Finance
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
13th edition
132743469, 978-0132743464
