From the following result, is there a January effect on returns of Ford even if NYSI Index and Chrysler are included as predictors Predictor Constant NYSE index Chrysler Jan Coef 0 009900 0 7207 0 3027 0 07460 SE Coef 0 008017 0 2364 0 1107 0 02872...

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From the following result, is there a January effect on returns of Ford even if NYSI Index

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From the following result, is there a “January effect”

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Statistics For Business And Financial Economics

ISBN: 9781461458975

3rd Edition

Authors: Cheng Few Lee , John C Lee , Alice C Lee

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Question Posted: Mar 03, 2024 07:02 AM

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From the following result, is there a January effect on returns of Ford even if NYSI Index

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Predictor Constant NYSE index Chrysler Jan Coef 0.009900 0.7207 0.3027 0.07460 SE Coef 0.008017 0.2364 0.1107 0.02872

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Statistics For Business And Financial Economics

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