悬赏 200 个论坛币 未解决
问题: Test the hypothesis that the average annual returns of stocks that did split are twice as large as those of stocks that did not split. 
然后 bhreti is the annual buy-and-hold return of stock i in 2006 and spliti is a dummy variable equal to 1 if stock i split in 2006 and 0 otherwise. Report the regression table. 
我做了这个gen bhret_0=bhret if split ==0
gen bhret_1=bhret if split ==1
ttest bhret_1=bhret_20
ttest bhret_1=bhret_20
但是说 no obeservations
求助大佬!谢谢!