Which of the following factors did Chen,Roll and Ross include in their multifactor model?
A)Change in industrial waste
B)Change in expected inflation
C)Change in unanticipated inflation
D)B and C
E)All of the above factors were included in their model.

Question

Quizplus · Accepted Answer

Chen, Roll, and Ross included the Change in expected inflation and Change in unanticipated inflation in their multifactor model, but did not include the Change in industrial waste as a factor. Therefore, the correct choice is D, as B (Change in expected inflation) and C (Change in unanticipated inflation) are both included in the model.

Which of the Following Factors Did Chen,Roll and Ross Include