| 重污染行业 | 非重污染行业 | |||
dif | CAAR | t值 | CAAR | t值 | |
−5 | −0.0004 | −0.2236 | 0.0003 | 0.29 | |
−4 | −0.0004 | −0.1568 | 0.0007 | 0.568 | |
−3 | 0.0001 | 0.0319 | 0.0004 | 0.2943 | |
−2 | −0.0004 | −0.1326 | 0.0043 | 2.4821** | |
−1 | 0.006 | 1.5978 | 0.0073 | 3.6724*** | |
0 | 0.0109 | 2.3958** | 0.0078 | 3.2265*** | |
1 | 0.0152 | 2.7953*** | 0.0107 | 3.866*** | |
2 | 0.0198 | 3.2115*** | 0.0126 | 4.1068*** | |
3 | 0.0274 | 4.0249*** | 0.0126 | 4.011*** | |
4 | 0.0323 | 4.5304*** | 0.0165 | 5.0213*** | |
5 | 0.0355 | 4.6254*** | 0.017 | 5.1157*** |