EMFIN 20/3-2025

The exercise was created 15.03.2025 by Makizon. Anzahl Fragen: 14.

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Fragen wählen (14)

Normally, all words in an exercise is used when performing the test and playing the games. You can choose to include only a subset of the words. This setting affects both the regular test, the games, and the printable tests.

All None

  • Hypothesis testing H0 (-) reject H0 if test stat<crit val
  • Hypothesis testing H0 (+) reject H0 if test stat>crit val
  • Hypothesis testing H0 (mellan) accept H0 if -crit val<test stat<+crit val
  • ADF test H0? there is a unit root meaning that the time series is not stationary
  • ADF test H0, reject? reject H0 if abs(test stat)>abs(crit val)
  • ADF test H0, accept? accept H0 if abs(test stat)<abs(crit val)
  • Wald test for empirical Sharpe-Lintner CAPM, H0? o=0 CAPM holds empirically
  • Wald test for empirical Sharpe-Lintner CAPM, reject? reject H0 if test stat>crit val
  • Wald test for empirical Sharpe-Lintner CAPM, accept? accept H0 if test stat<crit val
  • LR test stat for Sharpe-Lintner CAPM, reject? reject H0 if LR>crit val
  • LR test stat for Sharpe-Lintner CAPM, accept? accept H0 if LR<crit val
  • Event study H0? CAR(s1,s2)=0 --> issuing new equity has no effects on firm values in general
  • Event study H0, reject? reject H0 if test stat>crit val
  • Event study H0, accept? accept H0 if test stat<crit val

All None

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Freigegebene Übung

https://spellic.com/ger/abfrage/emfin-20-3-2025.12488506.html

)