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What is a statistical test used to compare the betas of two stocks? I am trying to find a test that works to compare the
What is a statistical test used to compare the betas of two stocks?
I am trying to find a test that works to compare the betas for two stocks during three different time periods. (ex: AMZN and S&P 500 during 2000-2001, 2001-2002, 2003-2004, 2000-2004.) What test would be best to compare the betas and how would you do it?
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