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- Mon Nov 15, 2010 3:52 am
- Forum: Econometric Discussions
- Topic: Useful to use dummies?
- Replies: 1
- Views: 3282
Useful to use dummies?
L.S. For our study we have to investigate whether there exist a santa claus effect in the stock returns from different countries. By making use of eviews 7.1 we will try to find a test method to see if the stock return in het period between cristmas and new year are significantly higher than the sto...