Session6

Session6 - Finance 271 Session 6 Financial Modeling and...

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Unformatted text preview: Finance 271 Session 6 Financial Modeling and Econometrics Philip W. Wirtz The George Washington University Administrivia Administrivia • Course feedback Administrivia • Course feedback • Midterm protocol Paired/Matched Samples t-test: An Application of the RESTRICT Statement Scenario: An analyst suspects that, on average, the closing price of a stock is higher on the Wednesday of any given week than on the Monday of that same week. You wish to test this hypothesis empirically. You draw a random sample of weeks, and r each week you record the closing price of the stock on Monday and on for each week you record the closing price of the stock on Monday and on Wednesday of that week. You then conduct a paired samples t-test in order to test the hypothesis. Paired/Matched Samples t-test: An Application of the RESTRICT Statement Scenario: An analyst suspects that, on average, the closing price of a stock is higher on the Wednesday of any given week than on the Monday of that same week. You wish to test this hypothesis empirically. You draw a random sample of weeks, and r each week you record the closing price of the stock on Monday and on for each week you record the closing price of the stock on Monday and on Wednesday of that week. You then conduct a paired samples t-test in order to test the hypothesis. Regression equation: Close Wednesday = +1*Close Monday + Paired/Matched Samples t-test: An Application of the RESTRICT Statement Scenario: An analyst suspects that, on average, the closing price of a stock is higher on the Wednesday of any given week than on the Monday of that same week. You wish to test this hypothesis empirically. You draw a random sample of weeks, and r each week you record the closing price of the stock on Monday and on for each week you record the closing price of the stock on Monday and on Wednesday of that week. You then conduct a paired samples t-test in order to test the hypothesis. Regression equation: Close Wednesday = +1*Close Monday + H : ≤ 0 H A : >0 Paired/Matched Samples t-test: An Application of the RESTRICT Statement Scenario: An analyst suspects that, on average, the closing price of a stock is higher on the Wednesday of any given week than on the Monday of that same week. You wish to test this hypothesis empirically. You draw a random sample of weeks, and r each week you record the closing price of the stock on Monday and on for each week you record the closing price of the stock on Monday and on Wednesday of that week. You then conduct a paired samples t-test in order to test the hypothesis. Regression equation: Close Wednesday = +1*Close Monday + H : ≤ 0 H A : >0 Paired/Matched Samples t-test: An Application of the RESTRICT Statement Scenario: An analyst suspects that, on average, the closing price of a stock is higher on the Wednesday of any given week than on the Monday of that same week. You wish to test this hypothesis empirically. You draw a random sample of weeks, and...
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Session6 - Finance 271 Session 6 Financial Modeling and...

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