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| issuance data (IPOs, etc) |
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| corporate governance, proxy voting, and corporate responsibility issues |
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| microstructure, tick sizes |
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| method to analyze a single variable at one time |
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| method to analyze multiple variables at the same time; regression analysis; see how the dependent variable is affected by the independent variable |
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| dependent variable either did or didn't occur; coded as a 1 (did) or a 0 (didn't) |
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| ordinary least squares regression; solutions minimize the sum of the squared errors; see if a variable can be explained by a multitude of variables |
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| t-stat is significant at 5% level if... |
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| t>= 1.98 (positive or negative) |
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| p value significant at 5% level if... |
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| p<=.05 the null hypothesis would then be rejected, meaning the test is significant |
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| collection of earnings estimates for over 40,000 companies |
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