Nicola Pugliese

4 Questions 9 Answers 0 Followers

Questions related from Nicola Pugliese

Should I convert daily stock prices in USD in multi-country abnormal return studies?

HI everyone, During my late piece of research, I have found some argument discussing about the need to adjust daily stock prices for the exchange rate vs US dollar (given the adoption od S&P...

20 December 2015 7,602 8 View

How do I determine the error variance matrix in SPSS ?

I am trying to improve the model fit of my multiple regression analysis. I have identinfied the error variances as the chosen weights. However I can't find an univocal command to compute the...

04 September 2015 9,949 3 View

Can control variables vary in a multiple linear regression?

Having found 9 variables of interest plus 3 more variables whose effect should not affect the results of previous ones, can control variables assume either continuous o discrete (dummy)...

29 August 2015 2,244 3 View

Should I insert dependent variable into Principal Component Analysis?

I am conducting a Principal Component Analysis to corroborate findings of multiple linear regression. My dependent variable is Abnormal Return following an M&A deal, whereas the explanatory...

19 August 2015 9,886 20 View