The following excerpt reports the results of a regression of excess stock returns on firm size and

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The following excerpt reports the results of a regression of excess stock returns on firm size and stock price, both variables being ranked on some scale. Explain, critique, and evaluate the reported results.

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Complete Business Statistics

ISBN: 9780077239695

7th Edition

Authors: Amir Aczel, Jayavel Sounderpandian

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Question Posted: Jun 03, 2015 08:39 AM

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The following excerpt reports the results of a regression of excess stock returns on firm size and

Question:

Estimated Coefficient Value (t Statistic) INTCPT X1 X2 ADJUSTED-R Ordinary Least-Squares Regresslon Results 0.484 -0.0300.017 0.093

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a The regression expresses stock returns as a plane in space with ...View the full answer

Complete Business Statistics

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