Day

2010 Abnormal Return and Abnormal Volume (%)

2011 Abnormal Return and Abnormal Volume (%)

2012 Abnormal Return and Abnormal Volume (%)

2013

Abnormal Return and Abnormal Volume (%)

2014 Abnormal Return and Abnormal Volume (%)

−2

0.10**, 29.53***

0.04**, −6.00***

0.02, −2.77***

0.03, 33.86***

0.08***, −3.13***

−1

0.17**, 39.41***

0.04*, 4.31***

0.03, 7.59***

0.00, 46.17***

0.11***, 9.62***

0

0.68***, 73.37***

0.71***, 40.28***

0.78***, 45.45***

0.78***, 85.12***

0.63***, 45.63***

+1

0.82***, 86.87***

0.90***, 54.92***

0.84***, 58.59***

1.06***, 103.62***

0.89***, 63.40***

+2

0.06, 61.51***

−0.03, 25.63***

0.04, 27.99***

0.17***, 71.11***

0.06***, 31.75***