Timeline for Fama-French Regression Output Interpretation (Intercept/Alpha)
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Dec 25, 2023 at 9:04 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Nov 25, 2023 at 5:20 | comment | added | NewbieFinance | Oh sorry, yes it is a time-series regression. I just stated Company A's ouput on the question. The other two companies: Company B (pvalue: 0.407, coefficient:0.0001), Company C (pvalue:0.15, coefficient: 0.0002) | |
| Nov 24, 2023 at 19:47 | comment | added | Richard Hardy | What kind of regression did you run? This cannot be a cross-sectional regression, as you only have 3 data points (3 companies) and 5 explanatory variables. If it is a time-series regression, why is it only one? After all, you have three companies, not one. | |
| Nov 24, 2023 at 19:44 | answer | added | Richard Hardy | timeline score: 1 | |
| S Nov 24, 2023 at 17:16 | review | First questions | |||
| Nov 24, 2023 at 17:36 | |||||
| S Nov 24, 2023 at 17:16 | history | asked | NewbieFinance | CC BY-SA 4.0 |