dif

AAR

t值

CAAR

t值

−5

0.0001

0.1527

0.0001

0.1527

−4

0.0004

0.4549

0.0005

0.4289

−3

−0.0001

−0.1535

0.0004

0.2769

−2

0.003

3.7564^***

0.0034

2.1821^**

−1

0.0037

4.3875^***

0.007

4.0049^***

0

0.0014

1.0797

0.0085

3.9405^***

1

0.0031

2.954^***

0.0116

4.7036^***

2

0.0024

2.5073^**

0.014

5.1131^***

3

0.0016

1.6981^*

0.0156

5.4329^***

4

0.004

4.547^***

0.0196

6.564^***

5

0.0011

1.2048

0.0207

6.7256^***