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st: Newey-West(1987)

From   vikramfinavker1 <>
Subject   st: Newey-West(1987)
Date   Sat, 6 Apr 2013 15:48:00 -0700 (PDT)

Hi All,

Need help on Newey-West(1987).
I read a papaers which says "the raw return difference between decile 10 and
decile 1 is -1.03% per month with a corresponding Newey-West(1987)
t-statistic of -2.83", what does is means? 



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