The _________ Effect May Explain Much of the Small Firm

question 63

Multiple Choice

The _________ effect may explain much of the small firm anomaly.
I.January effect
II.neglected effect
III.liquidity effect

• A) I only
• B) II only
• C) II and III only
• D) I, II and III

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Definitions:

SSR

The sum of squared deviations of predicted values from the mean of observed values in regression analysis.

Coefficient Of Determination

A statistical measure, often denoted as R², that indicates the proportion of variance in the dependent variable predictable from the independent variable(s).

Coefficient Of Determination

A statistical measure, often denoted as R^2, that represents the proportion of the variance for a dependent variable that's explained by an independent variable or variables in a regression model.

SSE

Sum of Squared Errors, which measures the total deviation of response values from the fit values in statistical models.