事件窗 | CAAR | T统计量 | p值 |
(–30, 0) | –0.0020 | –0.1079 | 0.9144 |
(–20, 0) | –0.0192 | –1.5967 | 0.1145 |
(–10, 0) | –0.0104 | –1.3294 | 0.1877 |
0 | –0.0024 | –1.0345 | 0.3042 |
(0, 10) | –0.0309 | –3.7846 | 0.0003** |
(0, 20) | –0.0353 | –2.9312 | 0.0045** |
(0, 30) | 0.0263 | 1.3124 | 0.1934 |