Timeline for Are my stock returns non-normally distributed?
Current License: CC BY-SA 4.0
3 events
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| Aug 20, 2018 at 0:35 | comment | added | mlofton | Hi: iIt is already well known that stock returns ( atleast for horizons one day or longer ) are not normally distributed so, even if you're test hadn't rejected, it still would be quite wrong to not reject the null. Essentially, a statistical test like you're doing there has a lot of issues and I wouldn't trust either conclusion. If one knows something already, there's no reason to test it. | |
| Aug 19, 2018 at 21:09 | comment | added | whuber♦ | "Most purposes" evidently would not include assessing the risk of very negative returns :-). | |
| Aug 19, 2018 at 20:42 | history | answered | Michael Lew | CC BY-SA 4.0 |