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st: Corrado Rank Test

From   w zhan <>
To   <>
Subject   st: Corrado Rank Test
Date   Fri, 28 May 2010 12:37:16 +0100

Dear All, 

Does anyone know how to perform Corrado Rank Test in STATA? Is there any specific code for this test?

Actually I am doing an event study analysis, and want to perform Corrado Rank Test to test the significance of cumulative abnormal returns over the event window. 

Many Thanks

Best Wishes

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