Ask Question
27 February, 18:33

In the empirical study of a multifactor model by Chen, Roll, and Ross, a factor (the factors) that appeared to have significant explanatory power in explaining security returns was (were)

+5
Answers (1)
  1. 27 February, 20:29
    0
    check the xplanation

    Explanation:

    The empirical study of a multifactor model by Chen, Roll, and Ross of (1986) is a financial factor model proposing that since the inception of stock markets, researchers have made several efforts to establish relationship among the change in macroeconomic factors and the stock market returns.

    With 3 factors having important explanatory power in the model which are:

    1) The unanticipated change in the inflation rate.

    B) The risk premium associated with corporate bonds.

    C) The Industrial production.
Know the Answer?
Not Sure About the Answer?
Find an answer to your question ✅ “In the empirical study of a multifactor model by Chen, Roll, and Ross, a factor (the factors) that appeared to have significant explanatory ...” in 📘 Social Studies if you're in doubt about the correctness of the answers or there's no answer, then try to use the smart search and find answers to the similar questions.
Search for Other Answers