Conrad Forza

2 Questions 2 Answers 0 Followers

Questions related from Conrad Forza

What can I say about panel data exogeneity condition in general and in my case?

I am working on this corporate panel data model: LEVERAGE_it = PROFITABILITY_it + NON-DEBT-TAX-SHIELD_it + SIZE_it + LIQUIDITY_it + TOBIN_Q_it + TANGIBILITY_it + u_it. Where: leverage = long term...

09 August 2020 6,705 7 View

Hypothesis test for the difference of two means, should I consider annualized or monthly returns?

I have 10 years monthly returns. I calculated annualized return multiplying the mean return over the period for 12. Then I calculated the excess returns as difference between the annualized mean...

29 August 2019 6,767 3 View