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- Sat Jan 22, 2011 10:10 am
- Forum: Econometric Discussions
- Topic: estimate sub-division beta cross-sectional analysis
- Replies: 0
- Views: 1894
estimate sub-division beta cross-sectional analysis
Trying to estimate the divisonal beta, I used quarterly earning retun data of sub-division regressed on the quarterly earning return data of S&P 500. The results show quite low beta and with low R-square. In other words, it suggests the explantory power of earning of S&P 500 towards the earn...