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Newey-West(1987)

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Newey-West(1987)

Satyen Dubey
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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?

Regards,

Vikram
Thanks & Regards,

Satyen Dubey
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