I'm also studying PhD on the topic 'A study on Anchor investment and IPO returns in India'.
In my research i'm basically trying to compare price performance of Anchor backed IPOs and non Anchor Backed IPOs for different time horizons..like listing price return, one month after listing price return, six month after listing price return and one year after listing price return.
As of now i have collected data,calculated returns and have decided to apply non parametric (Mann Whitney U test ) test ..(non normal data).
Now my question is..
1. whether my data is time series data or what?
2. whether i need to apply stationary u test also ?
if yes then how can i precede?
i'm bit confuse on stationary test..because i have data for a point of time only
suppose i'm comparing listing day returns of 140 Anchor backed IPOs to listing day returns of 160 non Anchor backed IPOs .
Waiting for your Kind response sir.
Thanking you sir
Sanjaya Subba
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