Question
using the sample, we estimated the coefficient on the size variable as 0.3199, versus 0.2648 in the above regression. Discuss whether there is an
using the sample, we estimated the coefficient on the size variable as 0.3199, versus 0.2648 in the above regression. Discuss whether there is an inconsistency in these results.
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
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