| 事件日 | 大型银行 | 小型银行 | 整体 |
| CAR−5 | 0.001877 | −0.0008192 | −0.0001255 |
| CAR−4 | −0.023913 | −0.0198236 | −0.0231139 |
| CAR−3 | −0.0214436 | −0.0245298 | −0.0239431 |
| CAR−2 | −0.026363 | −0.0344072 | −0.0311074 |
| CAR−1 | −0.0489445 | −0.047255 | −0.0494573 |
| CAR0 | −0.058074 | −0.0517741 | −0.0566993 |
| CAR1 | −0.1166493 | −0.0881078 | −0.1084116 |
| CAR2 | −0.1423569 | −0.0879409 | −0.1203064 |
| CAR3 | −0.260042 | −0.1418867 | −0.2030458 |
| CAR4 | −0.2446384 | −0.1372226 | −0.1978993 |
| CAR5 | −0.2738878 | −0.1330762 | −0.2111958 |
| T检验 | −3.4948 | −4.5518 | −3.8828 |