Multiple Choice
Equity premium puzzle studies may be subject to survivorship bias because
A) the time period covered was not long enough.
B) an inappropriate index was used.
C) the indexes used did not exist for the whole period of the study.
D) both U.S. and foreign data were used.
E) only U.S. data was used.
Correct Answer:
Verified
Correct Answer:
Verified
Q12: Petkova and Zhang (2005) examine the relationship
Q13: Which of the following statements is true
Q14: In developing their test of a multifactor
Q15: In the empirical study of a multifactor
Q16: Which of the following must be done
Q18: Liquidity embodies several characteristics, such as<br>A) trading
Q19: Consider the regression equation: r<sub>i</sub> − r<sub>f</sub>
Q20: If a market proxy portfolio consistently beats
Q21: Which of the following would be required
Q22: The Fama-French modelI) is a useful tool