窗口期

日超额收益率

窗口期

日超额收益率

窗口期

日超额收益率

窗口期

日超额收益率

t = −20

−0.0178

t = −10

0.0207

t = 0

0.0912

t = 11

−0.0329

t = −19

−0.0107

t = −9

0.0267

t = 1

0.0666

t = 12

−0.0021

t = −18

−0.0265

t = −8

0.0957

t = 2

0.0384

t = 13

−0.0053

t = −17

−0.0211

t = −7

−0.0920

t = 3

−0.0272

t = 14

0.0183

t = −16

−0.0020

t = −6

0.0042

t = 4

0.0228

t = 15

0.1684

t = −15

−0.0176

t = −5

0.0319

t = 5

−0.0419

t = 16

0.0181

t = −14

−0.0268

t = −4

−0.0174

t = 6

−0.0034

t = 17

−0.0018

t = −13

0.0174

t = −3

0.0238

t = 7

−0.0208

t = 18

0.0151

t = −12

0.0033

t = −2

−0.0179

t = 8

−0.0106

t = 19

−0.0462

t = −11

−0.0894

t = −1

0.0061

t = 9

0.0651

t = 20

−0.0130

t = 10

−0.0083