Appendix D

Parameter	P^a
Gross Alpha
Quarter	0.61
July	0.44
August	0.92
September	0.76
Gross Beta
Quarter	0.53
July	0.26
August	0.51
September	0.86
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
	July 5^th	1.00
	July 12^th	0.04
	July 19^th	0.29
	July 26^th	0.29
	August 2^nd	0.20
	August 9^th	0.48
	August 16^th	0.67
	August 23^rd	0.78
	August 30^th	0.01
	September 6^th	0.39
	September 13^th	0.57
	September 20^th	0.07
	September 27^th	0.67
Gross Beta
	July 5^th	0.56
	July 12^th	0.20
	July 19^th	0.10
	July 26^th	0.22
	August 2^nd	0.52
	August 9^th	0.48
	August 16^th	0.25
	August 23^rd	0.58
	August 30^th	0.20
	September 6^th	0.06
	September 13^th	0.09
	September 20^th	0.09
	September 27^th	0.15
a. A 'p' value greater than 0.05 signifies no statistical difference between data groups.