Question: 1p-r; = dp + Bulin-rs) + BombSMB + Pum'um. + Bump'umo +@p 1p-r; = 0.25+1.03 * (v-r) +0.56* IsmB+0.23* PHML -0.07* Fimo tep| 1. what

1p-r; = dp + Bulin-rs) + BombSMB + Pum'um. + Bump'umo

1p-r; = dp + Bulin-rs) + BombSMB + Pum'um. + Bump'umo +@p 1p-r; = 0.25+1.03 * (v-r) +0.56* IsmB+0.23* PHML -0.07* Fimo tep| 1. what is the abnormal return of this portfolio per month? based on the number you see, explain what the abnormal return means? 2. interpret the estimated coefficient of market risk premium(Bm)? 3. does this result support the market efficiency hypothesis carefully to support your answer? 4. What do you expect on the abnormal return of the portfolio if this research work is going to be published soon in an academic journal to which many practitioners refer? 1p-r; = dp + Bulin-rs) + BombSMB + Pum'um. + Bump'umo +@p 1p-r; = 0.25+1.03 * (v-r) +0.56* IsmB+0.23* PHML -0.07* Fimo tep| 1. what is the abnormal return of this portfolio per month? based on the number you see, explain what the abnormal return means? 2. interpret the estimated coefficient of market risk premium(Bm)? 3. does this result support the market efficiency hypothesis carefully to support your answer? 4. What do you expect on the abnormal return of the portfolio if this research work is going to be published soon in an academic journal to which many practitioners refer

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

2) Madrid Jewelry Company seported the following summarized balance sheet at December 31, 2012 Assets Corrent asses Property and equipment, net 34,500 101,300 Total $135,800 Liabilities and Equity...

a. For f(x) = 4x, find f(3), f(5), and f(8). Is the equation f (3 + 52 = f13) + f (5) a true statement? b. For f (x) = x2, find f(2), f(3), and f(5). Is the equation f(2 + 3) = f (2) + f (3) a true...

CALCULATE THE RATE OF REACTION -rA FOR THE FOLLOWING PROBLEM Despite the uncertain future of MIBE as a gasoline additive, we have developed new. proprietary catalyst technology for the MTBE synthesis...

1. A cause of action arising out of the contract or transaction set forth in the complaint, as the foundation of the plaintiffs claim, or connected with the subject of the action; and

A particle moves in a spherically symmetric force field with potential energy given by U(r) = k/r. Calculate the Hamiltonian function in spherical coordinates, and obtain the canonical equations of...

1p-r; = dp + Bulin-rs) + BombSMB + Pum'um. + Bump'umo +@p 1p-r; = 0.25+1.03 * (v-r) +0.56* IsmB+0.23* PHML -0.07* Fimo tep| 1. what is the abnormal return of this portfolio per month? based on the...

A company is evaluating an investment opportunity with an initial cost of $100,000 and an expected cash flow of $30,000 per year for the next 5 years. Instructions: Calculate the net present value...

In general, the larger a sample is, Select one: O O O O Suppose a quality control inspector pulls every tenth can of soup from a conveyor belt to ensure that the cans are filled to capacity. How...

Fogn Ca , a U . S . company, contracted to purchase foreign goods. Payment in forign curnency was due one moeth ater the goods were recelved at Fogg's warehouse. Betepen the moseipt of poode and the...

Add "Viggo Mortenslet cast = new Map ( ) ;en " to the cast as the key, with value "Aragorn".