Quantitative Techniques in Finance and Investments
The model below is for an APT (arbitrage pricing theory)-type multiple regression analysis and it investigates what influences the rate of return on a company’s shares. ERCOMPANYt = ?+?1ERSFTSEt+ ?2TERMt + ?3EXCHANGEt+ ?4INFLATIONt + ?5DMONEYt+ ?6OILt +?t (1) The dependent Read More …