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Using the data employed by Clare and Thomas (1995), suppose you are interested in analyzing whether there are quarterly return differences between the loser and winner portfolios

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Using the data employed by Clare and Thomas (1995), suppose you are interested in analyzing whether there are quarterly return differences between the loser and winner portfolios. You
(e) Can one run the following regression RD, = BiQing +u4 (B1-5) i=1 to analyse whether there are quarterly return differences between the loser and winner portfolio? Explain. [2]