Which of the Following Is NOT a Factor Used by Chen,Roll

question 19

Multiple Choice

Which of the following is NOT a factor used by Chen,Roll and Ross (1986) in their empirical test of the APT?

• A) industrial production
• B) expected inflation
• C) oil prices
• D) unanticipated change in the term structure

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Definitions:

Emotion

A complex psychological state that involves a subjective experience, a physiological response, and a behavioral or expressive response.

Bodily Changes

Physiological or physical alterations in the body that can occur due to various factors including emotion, health conditions, or environmental influences.

Thalamus

A structure in the brain that relays sensory and motor signals to the cerebral cortex, playing a key role in consciousness and sleep.

Amygdala

A part of the brain involved in processing emotions, fear, and pleasure responses.