可转换公司债 |
| 海外可转换公司债 | 差异检定 | |||
事件窗口 | ACAR (N = 27) | t值 |
| ACAR (N = 35) | t值 | t值 |
3日窗口[−1, 1] | 1.696% | 2.240* |
| 0.265% | 0.460 | 1.431 |
5日窗口[−2, 2] | 1.901% | 2.041* |
| 0.608% | 1.818* | 1.295 |
11日窗口[−5, 5] | 0.533% | 0.807 |
| 0.363% | 1.014 | 1.259 |