From the following result, is there a January effect on returns of Ford even if NYSI Index
Question:
From the following result, is there a “January effect”
on returns of Ford even if NYSI Index and Chrysler are included as predictors?
Transcribed Image Text:
Predictor Constant NYSE index Chrysler Jan Coef 0.009900 0.7207 0.3027 0.07460 SE Coef 0.008017 0.2364 0.1107 0.02872
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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