This test is more sensitive
to extreme values than sign test. For data with missing data see the
<code><a href='modified_rank_test.html'>modified_rank_test</a></code>. The significance levels of \(\alpha\) are
0.1, 0.05, and 0.01 (marked respectively by *, **, and ***).</p>
    <h2 class="hasAnchor" id="references"><a class="anchor" href="#references"></a>References</h2>

    
<ul>
<li><p>Corrado C.J. <em>A Nonparametric Test for Abnormal Security-Price
Performance in Event Studies</em>. Journal of Financia