Question: Can you devise a different strategy to test the explanatory power of size in the presence of the market factor (except according to Fama and

Can you devise a different strategy to test the explanatory power of size in the presence of the market factor (except according to Fama and French, for each portfolio P , run a timeseries regression of excess portfolio returns on excess market returns over a period horizon. Tabulate the portfolio market betas for all the five sizesorted portfolios in the same way and analyse )?

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