Download two more independent variables: MV: which is the market capitalisation for stock i; and BTM which is the ratio of its book value to its market value of equity (daily over two years)
1. Choose the Stock of a US or Canadian Corporation. 2. Download its stock price series daily data over a period of at least two years (most recent). 3. Compute the stock returns. 4. Download the market index where your corporation is trading (daily data two years). 5. Compute the market return. 6. Download the […]