Project: Market efficiency test

Sample Stata code for this project is provided below.

Please evaluate market efficiency with a simple econometric test namely day-of-the-week. Please use any five stocks of your choice.

Please create a PDF document to include: 1) Your Stata code, 2) Your results and 3) What does your results mean?

Please email me your PDF document. How do you want your grade: 1) Extra credit or 2) Replace an old assignment.

This assignment is 50 points.

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