return data

  1. T

    Estimating returns per year by scaling them using the returns of an index

    Dear geniuses, I'm doing research on some return series covering different periods. My data consists of transactions and I can thus calculate the returns on individual transaction pairs. As I want to compare the returns per period, but most transactions overlap periods I would like to...
  2. F

    Winsorizing Panel data (eliminating outlier overall or across firms)

    We have a panel data consisting of about 1000 firms with each about 150 monthly observations (Returns and distress measures such as Z-score). In order to eliminate outliers we would like to winsorize at 1st and 99th percentile. However we are not sure if: a) to winsorize for each point of...
  3. R

    Independent sample t test!

    Hi all! One basic question I hope you can answer. I would really appreciate it :D:D I have to columns of data. Both are daily returns (scale variable). The second column does not containt as many observations as column 1. e.g column 1 column 2 0,2%...