the regression model using 240 monthly observation stock return = b,tb,*size+b,*CM+b,+profitability+b,investment +e coefficien standard error b0 -0.01 0.03 b1 0.22 0.25 b2 0.02 0.13 b3 0.03 0.08 b4 0.04 0.06 df sum residual squared regression 4 0.095 Which one of the four variable can explain the time variation in stock return given 95% confidence level? Is the four-factor model is better than the random walk model in explain the return given 95% confidence level?

the regression model using 240 monthly observation stock return = b,tb,size+b,CM+b,+profitability+b,investment +e coefficien standard error b0 -0.01 0.03 b1 0.22 0.25 b2 0.02 0.13 b3 0.03 0.08 b4 0.04 0.06 df sum residual squared regression 4 0.095 Which one of the four variable can explain the time variation in stock return given 95% confidence level? Is the four-factor model is better than the random walk model in explain the return given 95% confidence level?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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