Recent content by Kontarbus

  1. K

    How to calculate Jarque Bera? Getting different results from research papers...

    Hey Everybody! For my research, I want to calculate the Jarque Bera, which is a normality test that matches the skewness and kurtosis of a data set to see if it matches a normal distribution. As far as I understand, The Jarque Bera formula is as follows: However, when I calculate the JB...
  2. K

    How to deal with outliers in stock returns? OLS regression January effect

    Hey everyone! So I am conducting an analysis on daily stock prices of a stock to analyze whether there is a particular month which returns are higher/lower than others (Month of the year effect / January effect) The thing is, during the period of study from 2000 to 2015 with thousands of...