Appendix D

Parameter	P^a
Gross Alpha
Quarter	0.97
October	0.68
November	0.24
December	0.79
Gross Beta
Quarter	0.21
October	0.26
November	0.71
December	0.34
a. A 'p' value greater than 0.05 signifies no statistical difference between data groups.

		Mann-Whitney U test
Parameter	Week	P^a
Gross Alpha
	October 4^th	0.25
	October 11^th	0.89
	October 18^th	1.00
	October 25^th	1.00
	November 1^st	0.25
	November 8^th	0.46
	November 15^th	0.89
	November 22^nd	0.89
	November 29^th	0.03
	December 6^th	0.67
	December 13^th	0.39
	December 20^th	0.67
	December 27^th	0.32
Gross Beta
	October 4^th	0.94
	October 11^th	0.25
	October 18^th	0.48
	October 25^th	0.07
	November 1^st	0.43
	November 8^th	0.02
	November 15^th	0.72
	November 22^nd	0.12
	November 29^th	0.05
	December 6^th	0.12
	December 13^th	0.25
	December 20^th	0.25
	December 27^th	0.12
a. A 'p' value greater than 0.05 signifies no statistical difference between data groups.