For instance, the small cap premium of 4.82% between 1928 and 2010 has an ordinary error of 2.02%; put simply, the true premium could also be lower than 1% or higher than 7%. The standard errors on the scale and guide to market betas in the three factor Fama-French model are so massive that using […]
Archive for August 24th, 2023
Underneath The Partial Equilibrium Analysis Right Here
Posted by adminweb on August 24th, 2023
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Tags: analysis, equilibrium, partial, right, underneath 
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