Interview Question: Non-Parametric Approach

Sample Question #144 (statistics)

I want a non-parametric model of whether stock prices really react to the news, and, if so, by how much. What’s an example of such a model that’s easy and quick for you to implement and easy for my clients to understand?

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One Response to Interview Question: Non-Parametric Approach

  1. Brett says:

    ANSWER
     
    Just do an event study.
     

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