Question: Question 20 When doing an event study to learn about the effect of an event on daily stock returns, in order to control for the

Question 20 When doing an event study to learn about the effect of an event on daily stock returns, in order to control for the normal return without the event, you would subtract from the actual stock return for firm i: The average of historical stock returns for firm i. The average historical market return. The average historical beta times the average historical market return. The average historical beta times the actual market return

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