Research Article
Drift and the Risk-Free Rate
Table 2
values for testing
, March 1, 2007, to August 30, 2007.
| Symbol | UMPU | LRT | Effect size |
| AAPL | 0.086 | 0.068 | | APD | 0.272 | 0.261 | | C | 0.596 | 0.593 | | CVS | 0.257 | 0.244 | | F | 0.953 | 0.953 | | GE | 0.528 | 0.525 | | GM | 0.939 | 0.939 | | IBM | 0.121 | 0.103 | | K | 0.389 | 0.382 | | LMT | 0.974 | 0.974 | | PG | 0.911 | 0.911 | |
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