(Problem 74 continued.) Write down the estimated regression equations for January and non-January, respectively. Problem 74 From...

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(Problem 74 continued.) Write down the estimated regression equations for January and non-January, respectively.

Problem 74

From the following result, is there a “January effect”
on returns of Ford even if NYSI Index and Chrysler are included as predictors? image text in transcribed

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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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(Problem 75 continued.) Since the January effect is significant, do we need to consider the interaction between the January effect and the returns of NYSE Index and Chrysler? Write down the estimated...
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...
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(Problem 74 continued.) Write down the estimated regression equations for January and non-January, respectively. Problem 74 From...

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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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