Unadjusted

Adjusted

Lo MacKinlay

Wright

Chow Denning

Joint Wright

Lo MacKinlay

Wright

Chow

Denning

Joint

Wright

r1

A

R

A

A

A

R

A

R

r2

A

A

A

A

A

A

A

A

r3

A

A

A

A

A

A

A

R