Early tests of the CAPM involved
A) establishing sample data.
B) estimating the security characteristic line.
C) estimating the security market line.
D) All of the options are correct.
Correct Answer:
Verified
Q23: Fama and French (1992) found that
A)firm size
Q24: Studies by Chan, Karceski, and Lakonishok (2003)
Q25: Tests of the CAPM that use regression
Q26: A major finding by Heaton and Lucas
Q27: The Fama and French three-factor model uses
Q29: Which of the following is a (are)
Q30: According to Roll, the only testable hypothesis
Q31: Which of the following statements is true
Q32: Liew and Vassalou (2000) show that returns
Q33: A study by Mehra and Prescott (1985)
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