Question: In the three - factor equation, the variable ei , t represents historical ( realized ) rate of return on Stock i in period t
In the threefactor equation, the variable eit represents
historical realized rate of return on Stock i in period t
dollar amount of return with interest rate i for time period t
slope coefficients for Stock e
random error, reflecting the difference between the actual return on Stock i in period t and the return as predicted by the regression line.
none of these.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
