窗口

AAR

t

p

窗口期

CAAR

t

p

−10

0.001029

0.558418

0.577846

[−10, −10]

0.001029

0.558418

0.577846

−9

−0.018145

−9.990921

0.000000***

[−10, −9]

−0.017116

−7.014984

0.000000***

−8

−0.005424

−3.500099

0.000704***

[−10, −8]

−0.022539

−10.059679

0.000000***

−7

0.003736

2.245156

0.027029**

[−10, −7]

−0.018803

−6.701794

0.000000***

−6

−0.011242

−7.367878

0.000000***

[−10, −6]

−0.030045

−9.353006

0.000000***

−5

−0.004319

−3.387443

0.001020***

[−10, −5]

−0.034364

−9.838685

0.000000***

−4

0.000682

0.318375

0.750885

[−10, −4]

−0.033682

−7.247520

0.000000***

−3

0.025106

9.802710

0.000000***

[−10, −3]

−0.008576

−1.754419

0.082517*

−2

0.029393

12.647924

0.000000***

[−10, −2]

0.020817

3.672742

0.000393***

−1

−0.018697

−8.428976

0.000000***

[−10, −1]

0.002120

0.390330

0.697149

0

−0.021832

−10.634615

0.000000***

[−10, 0]

−0.019712

−3.463112

0.000796***

1

−0.026704

−11.742264

0.000000***

[−10, 1]

−0.046416

−8.418102

0.000000***

2

0.007780

3.044443

0.003001***

[−10, 2]

−0.038636

−6.619378

0.000000***

3

−0.017677

−12.550718

0.000000***

[−10, 3]

−0.056312

−9.603082

0.000000***

4

0.008822

4.593034

0.000013***

[−10, 4]

−0.047490

−7.335958

0.000000***

5

−0.006285

−3.243464

0.001620***

[−10, 5]

−0.053776

−7.743234

0.000000***

6

−0.009566

−3.799942

0.000253***

[−10, 6]

−0.063342

−8.501790

0.000000***

7

0.004776

2.750023

0.007110***

[−10, 7]

−0.058566

−7.523463

0.000000***

8

0.000502

0.434014

0.665242

[−10, 8]

−0.058064

−7.331375

0.000000***

9

−0.002730

−1.870753

0.064394*

[−10, 9]

−0.060794

−7.545517

0.000000***

10

−0.008282

−5.738681

0.000000***

[−10, 10]

−0.069076

−8.862457

0.000000***