Changes

Jump to navigation Jump to search
| Abnormal Return || CRSP || A1
|-
| Average Return || CRSP|| STATA Later
|-
| Weighted Average Return || CRSP|| STATA Later
|-
| Cumulative Ab. Return || CRSP || A1
| Idiosyncratic Volatility (DONE in ABRET) || CRSP (Calculated)
|-
| Industry Fixed Effect || SDC|| In progress
|-
| Momentum || CRSP (Calculated) || A1
104

edits

Navigation menu