Estimate the economic factor model for 3 more stocks (i.e., GE, 3M and Exxon Mobil). Examine whether factor exposure is statistically and economically significant. It is possible to compute
finance question and need the explanation and answer to help me learn.
From the regression output in Lab 4 exercise, which factor exposure is statistically and economically significant? Can you explain?
Estimate the economic factor model for 3 more stocks (i.e., GE, 3M and Exxon Mobil). Examine whether factor exposure is statistically and economically significant.
It is possible to compute premium for alternative factors from the data set. For example, one might decide to calculate price2dividend premium instead of price2earnings premium, or decide to add market premium (the value weighted average returns of all stocks).
3. Write a function to calculate the market return, which is the value-weighted average returns of all stocks. Estimate the economic factor model with market premium, size premium, value premium and momentum premium and compare the estimates with the one we obtained above
Requirements: answer all these 3 questions
Collepals.com Plagiarism Free Papers
Are you looking for custom essay writing service or even dissertation writing services? Just request for our write my paper service, and we'll match you with the best essay writer in your subject! With an exceptional team of professional academic experts in a wide range of subjects, we can guarantee you an unrivaled quality of custom-written papers.
Get ZERO PLAGIARISM, HUMAN WRITTEN ESSAYS
Why Hire Collepals.com writers to do your paper?
Quality- We are experienced and have access to ample research materials.
We write plagiarism Free Content
Confidential- We never share or sell your personal information to third parties.
Support-Chat with us today! We are always waiting to answer all your questions.