Dr Immaculata Studies Groups of People Using Statistical Tests

question 227

Multiple Choice

Dr. Immaculata studies groups of people using statistical tests. She is conducting:

• A) interview research.
• B) naturalistic observation.
• C) qualitative research.
• D) quantitative research.

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Definitions:

SMB Beta

A measure used in the evaluation of stocks, indicating a stock's sensitivity to movements in the small minus big (SMB) factor, part of the Fama-French three-factor model.

HML Beta

A measure of sensitivity to the HML (High Minus Low) factor, part of the Fama-French three-factor model, indicating how much a stock's return is affected by the value premium.

Risk Premium

The additional return expected on an investment for taking on higher risk compared to a risk-free asset.

SMB Beta

A measure used in financial models to estimate the sensitivity of a stock’s return relative to the return of a small-minus-big (SMB) factor, part of the Fama-French three-factor model.