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ACCT 6193 Sloan 1996 Replication Part 2 10/16/2020
From
Richard Price
October 16th, 2020
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Sloan 1996 Tutorial part 2, replicating the main return tests. Note, this code does not merge delisting returns or calculate the Mishkin test, or calculate alphas. The SAS code used in the tutorial is attached to this video.
Note, the mycstlink macro code can be downloaded from my github site:
https://github.com/raprice3/mycstlink
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