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 |