Citations: Jagannathan, Ravi, Zhenyu Wang. 1998. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression. Journal of Finance. (4)1285-1309.

Example: Using the full regression model, we estimate that the mean marginal maintenance and repair cost associated ... and the latter effect then can be seen. Example: In the full model, the ...

To calculate the beta of a stock, you need historical price ... With the returns calculated, you can now perform a regression analysis to determine the beta. This statistical method assesses ...