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222 5 Non-Parametric Tests of Hypotheses
5.33 Consider the share values of the firms BRISA, CIMPOR, EDP and SONAE of the
Stock Exchange dataset. Assess whether or not the distribution of the daily
increase and decrease of the share values can be assumed to be similar for all the firms.
Hint: Create new variables with the daily “increase/decrease” information and use an
appropriate test for this dichotomous information.