Investors are interested in knowing whether estimates of stock betas based on past history are good predictors

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Investors are interested in knowing whether estimates of stock betas based on past history are good predictors of future betas. How could you use a data set that gives monthly returns on several stocks over a 5-year period to see whether this is true?

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Managerial Statistics

ISBN: 9780534389314

1st Edition

Authors: S. Christian Albright, Wayne L. Winston, Christopher Zappe

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