t | CAAR | T统计量 | p值 |
–15 | –0.0026 | –1.1051 | 0.2720 |
–14 | –0.0022 | 0.6784 | 0.4992 |
–13 | –0.0022 | –0.5443 | 0.5876 |
–12 | 0.0006 | 0.1403 | 0.8888 |
–11 | –0.0039 | –0.7533 | 0.4532 |
–10 | –0.0048 | –0.8472 | 0.3991 |
–9 | –0.0051 | –0.8358 | 0.4054 |
–8 | –0.0079 | –1.2177 | 0.2265 |
–7 | –0.0070 | –1.0182 | 0.3113 |
–6 | –0.0083 | –1.1384 | 0.2579 |
–5 | –0.0103 | –1.3354 | 0.1851 |
–4 | –0.0117 | –1.4468 | 0.1514 |
–3 | –0.0145 | –1.7166 | 0.0895 |
–2 | –0.0113 | –1.2538 | 0.2131 |
–1 | –0.0207 | –2.2138 | 0.0293* |
0 | –0.0187 | –1.8355 | 0.0697 |
1 | –0.0223 | –1.8822 | 0.0630 |
2 | –0.0451 | –3.7455 | 0.0003** |
3 | –0.0450 | –3.6386 | 0.0005** |
4 | –0.0445 | –3.5263 | 0.0007** |
5 | –0.0411 | –3.0977 | 0.0026** |
6 | –0.0400 | –2.8965 | 0.0047** |
7 | –0.0435 | –3.0090 | 0.0034** |
8 | –0.0437 | –2.9158 | 0.0045** |
9 | –0.0461 | –2.9011 | 0.0047** |
10 | –0.0475 | –2.8529 | 0.0054** |
11 | –0.0451 | –2.6524 | 0.0094** |
12 | –0.0414 | –2.3256 | 0.0223* |
13 | –0.0413 | –2.1906 | 0.0310* |
14 | –0.0392 | –2.0224 | 0.0461* |
15 | –0.0411 | –2.0328 | 0.0450* |