8. a quantile regression where cumulative abnormal returns are regressed on earnings surprises, if the coefficient is 0.1 for the 10th percentile, and 0.5 for the 90th percentile, then it means that the dispersion of returns (measured by the difference between 10th percentile and 90th percentile) increases with earnings surprises. True of False, why?

8. a quantile regression where cumulative abnormal returns are regressed on earnings surprises, if the coefficient is 0.1 for the 10th percentile, and 0.5 for the 90th percentile, then it means that the dispersion of returns (measured by the difference between 10th percentile and 90th percentile) increases with earnings surprises. True of False, why?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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