FEOV

AcronymDefinition
FEOVForce End of Volume
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FEOV is the Folded F-statistic for equality of variances.
Table 3 All Stocks - t-test for mean difference in beginning and ending market capitalization Five Year Reference Period 2006- 2007- 2008- 2010 2011 2012 MCDSBP -42303 -1225032 -867918 MCDAOP 298770 24281.1 341320 N - SBP 1079 1160 1059 N - AOP 3187 3014 2979 T -2.90 ** -4.00 *** -4.16 *** FEOV 1.22 ** 1.49 *** 1.43 *** Ten Year Reference Period 2001- 2002- 2003- 2010 2011 2012 MCDSBP -876307 -757404 862969 MCDAOP 594571 598461 1291490 N - SBP 907 851 821 N - AOP 4218 3869 3610 T -5.07 *** -4.21 *** -1.03 FEOV 1.17 ** 2.94 *** 1.09 Significant at .10 * Significant at .01 ** Significant at .001 *** Data are calculated (or Derived) based on data from CRSP 1925 US Stock Annual [C]2012 Center for Research in Security Prices (CRSP[R]) at the University of Chicago Booth School of Business.