Earth Quake 8 Oct,2005
Date        kse-100 Returns
  1-Nov-04 5,246.91
  2-Nov-04 5,329.88 0.015813
  3-Nov-04 5,351.51 0.004058
  4-Nov-04 5,349.04 -0.000462
  5-Nov-04 5,352.30 0.000609
  8-Nov-04 5,378.85 0.00496
 10-Nov-04 5,427.45 0.009035
 12-Nov-04 5,483.88 0.010397
 18-Nov-04 5,515.43 0.005753
 19-Nov-04 5,520.17 0.000859
 22-Nov-04 5,502.56 -0.00319
 23-Nov-04 5,514.49 0.002168
 24-Nov-04 5,533.22 0.003397
 25-Nov-04 5,523.27 -0.001798
 26-Nov-04 5,556.87 0.006083
 29-Nov-04 5,571.88 0.002701
 30-Nov-04 5,567.79 -0.000734
   1-Dec-04 5,560.50 -0.001309
   2-Dec-04 5,552.50 -0.001439
   3-Dec-04 5,575.96 0.004225
   6-Dec-04 5,633.13 0.010253
   7-Dec-04 5,675.79 0.007573
   8-Dec-04 5,698.64 0.004026
   9-Dec-04 5,738.49 0.006993
 10-Dec-04 5,700.82 -0.006564
 13-Dec-04 5,758.28 0.010079
 14-Dec-04 5,766.62 0.001448
 15-Dec-04 5,824.25 0.009994
 16-Dec-04 5,827.84 0.000616
 17-Dec-04 5,842.59 0.002531
 20-Dec-04 5,852.87 0.001759
 21-Dec-04 5,874.19 0.003643
 22-Dec-04 5,967.97 0.015965
 23-Dec-04 5,977.92 0.001667
 24-Dec-04 6,045.80 0.011355
 27-Dec-04 6,046.16 5.955E-05
 28-Dec-04 6,077.83 0.005238
 29-Dec-04 6,123.67 0.007542
 30-Dec-04 6,106.93 -0.002734
 31-Dec-04 6,218.40 0.018253
   3-Jan-05 6,220.28 0.000302
   4-Jan-05 6,297.70 0.012446
   5-Jan-05 6,309.72 0.001909
   6-Jan-05 6,353.27 0.006902
   7-Jan-05 6,318.90 -0.00541
  10-Jan-05 6,484.14 0.02615
 11-Jan-05    6,710.03 0.034837
 12-Jan-05    6,657.40 -0.007843
 13-Jan-05    6,424.80 -0.034939
 14-Jan-05    6,559.83 0.021017
 17-Jan-05    6,633.01 0.011156
 18-Jan-05    6,603.55 -0.004441
 19-Jan-05    6,746.40 0.021632
 24-Jan-05    6,861.97 0.017131
 25-Jan-05    6,887.58 0.003732
 26-Jan-05    6,904.56 0.002465
 27-Jan-05    6,952.82 0.00699
 28-Jan-05    6,798.01 -0.022266
 31-Jan-05    6,747.39 -0.007446
  1-Feb-05    6,869.28 0.018065
  2-Feb-05    6,949.88 0.011733
  3-Feb-05    7,014.71 0.009328
  4-Feb-05    6,968.46 -0.006593
  7-Feb-05    7,091.14 0.017605
  8-Feb-05    7,154.83 0.008982
  9-Feb-05    7,156.55 0.00024
10-Feb-05     7,196.63     0.0056
11-Feb-05     7,238.76 0.005854
14-Feb-05     7,341.69 0.014219
15-Feb-05     7,402.80 0.008324
16-Feb-05     7,508.80 0.014319
17-Feb-05     7,579.98 0.00948
18-Feb-05     7,734.03 0.020323
21-Feb-05     7,865.94 0.017056
22-Feb-05     7,948.84 0.010539
23-Feb-05     8,180.97 0.029203
24-Feb-05     8,253.12 0.008819
25-Feb-05     8,285.40 0.003911
28-Feb-05     8,260.06 -0.003058
 1-Mar-05     8,404.52 0.017489
 2-Mar-05     8,206.14 -0.023604
 3-Mar-05     8,496.73 0.035411
 4-Mar-05     8,793.69 0.03495
 7-Mar-05     8,863.48 0.007936
 8-Mar-05     9,235.59 0.041982
 9-Mar-05     9,588.46 0.038208
10-Mar-05     9,571.92 -0.001725
11-Mar-05     9,603.73 0.003323
14-Mar-05     9,998.05 0.041059
15-Mar-05    10,304.72 0.030673
16-Mar-05    10,079.20 -0.021885
17-Mar-05     9,638.17 -0.043756
18-Mar-05     9,499.42 -0.014396
21-Mar-05     9,097.92 -0.042266
22-Mar-05    8,698.88 -0.043861
24-Mar-05    8,314.10 -0.044233
25-Mar-05    7,964.95 -0.041995
28-Mar-05    7,708.29 -0.032224
29-Mar-05    7,855.14 0.019051
30-Mar-05    8,085.56 0.029334
31-Mar-05    7,770.33 -0.038987
  1-Apr-05   7,596.87 -0.022323
  4-Apr-05   8,050.25 0.05968
  5-Apr-05   7,820.81 -0.028501
  6-Apr-05   7,613.63 -0.026491
  7-Apr-05   7,784.34 0.022422
  8-Apr-05   7,593.30 -0.024542
 11-Apr-05   7,244.49 -0.045937
 12-Apr-05   6,939.03 -0.042164
 13-Apr-05   7,123.62 0.026602
 14-Apr-05   7,202.84 0.011121
 15-Apr-05   7,512.91 0.043048
 18-Apr-05   7,234.21 -0.037096
 19-Apr-05   6,952.72 -0.038911
 20-Apr-05   7,030.83 0.011234
 21-Apr-05   7,101.38 0.010034
 25-Apr-05   6,996.82 -0.014724
 26-Apr-05   7,164.73 0.023998
 27-Apr-05   7,275.74 0.015494
 28-Apr-05   7,144.48 -0.018041
 29-Apr-05   7,104.65 -0.005575
 2-May-05    6,832.74 -0.038272
 3-May-05    6,887.93 0.008077
 4-May-05    6,898.72 0.001567
 5-May-05    7,098.22 0.028918
 6-May-05    7,183.25 0.011979
 9-May-05    7,384.98 0.028083
10-May-05    7,367.69 -0.002341
11-May-05    7,497.62 0.017635
12-May-05    7,284.05 -0.028485
13-May-05    7,411.33 0.017474
16-May-05    7,315.50 -0.01293
17-May-05    7,437.95 0.016738
18-May-05    7,348.06 -0.012085
19-May-05    7,413.70 0.008933
20-May-05    7,300.09 -0.015324
23-May-05    6,983.30 -0.043395
24-May-05    7,034.84 0.00738
25-May-05    6,942.42 -0.013137
26-May-05    6,664.86 -0.03998
27-May-05    6,467.15 -0.029665
30-May-05    6,707.56 0.037174
31-May-05     6,857.67 0.022379
  1-Jun-05    7,019.60 0.023613
  2-Jun-05    7,322.38 0.043134
  3-Jun-05    7,213.17 -0.014915
  6-Jun-05    7,104.40 -0.015079
  7-Jun-05    7,391.18 0.040367
  8-Jun-05    7,263.56 -0.017267
  9-Jun-05    7,307.02 0.005983
 10-Jun-05    7,345.29 0.005237
 13-Jun-05    7,441.77 0.013135
 14-Jun-05    7,368.95 -0.009785
 15-Jun-05    7,488.73 0.016255
 16-Jun-05    7,330.91 -0.021074
 17-Jun-05    7,398.73 0.009251
 20-Jun-05    7,663.04 0.035724
 21-Jun-05    7,489.71 -0.022619
 22-Jun-05    7,409.07 -0.010767
 23-Jun-05    7,417.70 0.001165
 24-Jun-05    7,350.46 -0.009065
 27-Jun-05    7,255.44 -0.012927
 28-Jun-05    7,431.80 0.024307
 29-Jun-05    7,500.12 0.009193
 30-Jun-05    7,450.12 -0.006667
   1-Jul-05   7,464.60 0.001944
   4-Jul-05   7,409.60 -0.007368
   5-Jul-05   7,517.52 0.014565
   6-Jul-05   7,530.34 0.001705
   7-Jul-05   7,589.07 0.007799
   8-Jul-05   7,588.94 -1.71E-05
  11-Jul-05   7,554.28 -0.004567
  12-Jul-05   7,511.94 -0.005605
  13-Jul-05   7,481.17 -0.004096
  14-Jul-05   7,471.64 -0.001274
  15-Jul-05   7,535.81 0.008588
  18-Jul-05   7,437.55 -0.013039
  19-Jul-05   7,319.77 -0.015836
  20-Jul-05   7,410.98 0.012461
  21-Jul-05   7,410.91 -9.45E-06
  22-Jul-05   7,353.85 -0.007699
  25-Jul-05   7,305.30 -0.006602
  26-Jul-05   7,301.57 -0.000511
  27-Jul-05   7,217.60 -0.0115
  28-Jul-05   7,215.44 -0.000299
  29-Jul-05   7,178.93 -0.00506
  1-Aug-05    7,195.32 0.002283
  2-Aug-05    7,324.80 0.017995
  3-Aug-05    7,442.04 0.016006
  4-Aug-05    7,404.95 -0.004984
 5-Aug-05   7,418.61 0.001845
 8-Aug-05   7,315.47 -0.013903
 9-Aug-05   7,184.48 -0.017906
10-Aug-05   7,064.29 -0.016729
11-Aug-05   6,970.59 -0.013264
12-Aug-05   7,150.65 0.025831
15-Aug-05   7,122.98 -0.00387
16-Aug-05   7,139.09 0.002262
17-Aug-05   7,099.22 -0.005585
19-Aug-05   7,311.92 0.029961
22-Aug-05   7,590.10 0.038045
23-Aug-05   7,557.87 -0.004246
24-Aug-05   7,512.34 -0.006024
25-Aug-05   7,554.01 0.005547
26-Aug-05   7,585.70 0.004195
29-Aug-05   7,690.60 0.013829
30-Aug-05   7,744.19 0.006968
31-Aug-05   7,796.86 0.006801
 1-Sep-05   7,769.21 -0.003546
 2-Sep-05   7,789.76 0.002645
 5-Sep-05   7,849.06 0.007613
 6-Sep-05   7,807.04 -0.005354
 7-Sep-05   7,804.41 -0.000337
 8-Sep-05   7,884.21 0.010225
 9-Sep-05   7,889.25 0.000639
12-Sep-05   7,892.52 0.000414
13-Sep-05   7,894.68 0.000274
14-Sep-05   7,956.50 0.007831
15-Sep-05   7,979.48 0.002888
16-Sep-05   7,934.54 -0.005632
19-Sep-05   7,972.97 0.004843
20-Sep-05   8,066.17 0.011689
21-Sep-05   8,187.10 0.014992
22-Sep-05   8,186.00 -0.000134
23-Sep-05   8,179.90 -0.000745
26-Sep-05   8,217.47 0.004593
27-Sep-05   8,195.28 -0.0027
28-Sep-05   8,196.33 0.000128
29-Sep-05   8,151.51 -0.005468
30-Sep-05   8,225.66 0.009096
 3-Oct-05   8,329.70 0.012648
 4-Oct-05   8,426.77 0.011653                     standard deviation 0.018463
 5-Oct-05   8,581.68 0.018383
 6-Oct-05   8,540.24 -0.004829
 7-Oct-05   8,542.38 0.000251 Exp[ected Abnormal T-STAT     SIGNIFICANCE
10-Oct-05   8,520.82 -0.002524 0.002254 -0.004778 -0.258798 INSIGNIFICANCE
11-Oct-05   8,622.93 0.011984 0.002176 0.009808 0.531187 INSIGNIFICANCE
12-Oct-05   8,792.07 0.019615 0.00221 0.017405 0.942685 INSIGNIFICANCE
13-Oct-05   8,762.14 -0.003404    0.002296 -0.0057 -0.308714 INSIGNIFICANCE
14-Oct-05   8,860.90 0.011271     0.002279 0.008993 0.487052 INSIGNIFICANCE
17-Oct-05   8,900.90 0.004514     0.002306 0.002209 0.119625 INSIGNIFICANCE
18-Oct-05   8,669.39 -0.02601     0.002286 -0.028296 -1.532538 INSIGNIFICANCE
19-Oct-05   8,872.96 0.023481     0.002131 0.021351 1.156384 INSIGNIFICANCE
20-Oct-05   8,557.95 -0.035502    0.002206 -0.037709 -2.04234 INSIGNIFICANCE
21-Oct-05   8,290.32 -0.031273    0.002051 -0.033324 -1.804845 INSIGNIFICANCE
24-Oct-05   8,408.62 0.01427      0.001931 0.012339 0.668275 INSIGNIFICANCE
25-Oct-05   8,316.21 -0.01099     0.001983 -0.012973 -0.702611 INSIGNIFICANCE
26-Oct-05   8,235.12 -0.009751    0.001921 -0.011672 -0.632171 INSIGNIFICANCE
27-Oct-05   8,319.29 0.010221     0.001887 0.008334 0.451358 INSIGNIFICANCE
31-Oct-05   8,247.37 -0.008645    0.001905 -0.01055 -0.571393 INSIGNIFICANCE
 2-Nov-05   8,436.62 0.022947     0.001856 0.02109 1.142272 INSIGNIFICANCE
 7-Nov-05   8,661.46 0.02665      0.001958 0.024693 1.337391 INSIGNIFICANCE
 8-Nov-05   8,690.97 0.003407     0.002077 0.00133 0.07203 INSIGNIFICANCE
10-Nov-05   8,792.22 0.01165      0.002098 0.009552 0.517357 INSIGNIFICANCE
11-Nov-05   8,793.93 0.000194      0.00213 -0.001935 -0.104805 INSIGNIFICANCE
14-Nov-05   8,835.26     0.0047   0.002087 0.002613 0.141537 INSIGNIFICANCE
15-Nov-05   8,889.75 0.006167     0.002074 0.004093 0.221684 INSIGNIFICANCE
16-Nov-05   8,895.68 0.000667     0.002083 -0.001416 -0.076713 INSIGNIFICANCE
17-Nov-05   8,864.04 -0.003557    0.002056 -0.005613 -0.304016 INSIGNIFICANCE
18-Nov-05   8,933.51 0.007837     0.002069 0.005768 0.312402 INSIGNIFICANCE
21-Nov-05   8,960.80 0.003055      0.00206 0.000995 0.053896 INSIGNIFICANCE
22-Nov-05   9,006.40 0.005089     0.002067 0.003022 0.16369 INSIGNIFICANCE
23-Nov-05   9,016.34 0.001104     0.002046 -0.000942 -0.051016 INSIGNIFICANCE
24-Nov-05   9,073.14     0.0063   0.002048 0.004252 0.230293 INSIGNIFICANCE
25-Nov-05   9,064.39 -0.000964    0.002064 -0.003028 -0.164008 INSIGNIFICANCE
28-Nov-05   9,147.02 0.009116     0.002052 0.007064 0.382581 INSIGNIFICANCE
29-Nov-05   9,134.55 -0.001363    0.002076 -0.003439 -0.18625 INSIGNIFICANCE
30-Nov-05   9,026.59 -0.011819    0.002001 -0.01382 -0.748524 INSIGNIFICANCE