Reading 12: Multiple Regression and Issues in Regression A companies, white, style, black

mayanfang1

Q1. Mary Steen estimated that if she purchased shares of companies who announced restructuring plans at the announcement and held them for five days, she would earn returns in excess of those expected from the market model of 0.9%. These returns are statistically significantly different from zero. The model was estimated without transactions costs, and in reality these would approximate 1% if the strategy were effected. This is an example of:

A)  statistical and economic significance.

B)  a market inefficiency.

C)  statistical significance, but not economic significance.

 

danforth

dd

沙胖胖

thanks

tomathome

se

maxsimax

thanks

gcheer3

thanks thanks thanks

 

helloalan

 a

htpeng

c

saint_zhu

一个问题看以商务

jack_fy1029

 thx