| May 2 | May 3 |
Larger Stocks |
|
|
BNMX-30 Abnormal Return Standard Error Significance Level |
0.0686 (0.0130) 0.001 |
0.0368 (0.0126) 0.004 |
IBMV Abnormal Return Standard Error Significance Level |
0.0861 (0.0156) 0.001 |
0.0543 (0.0151) 0.001 |
Smaller Stocks |
|
|
BNMX-30 Abnormal Return Standard Error Significance Level |
0.0257 (0.0131) 0.049 |
0.0288 (0.0126) 0.027 |
IBMV Abnormal Return Standard Error Significance Level |
0.0435 (0.0154) 0.005 |
0.0456 (0.0150) 0.003 |
All Bank Stocks |
|
|
BNMX-30 Abnormal Return Standard Error Significance Level |
0.0389 (0.0106) 0.001 |
0.0313 (0.0102) 0.003 |
IBMV Abnormal Return Standard Error Significance Level |
0.0566 (0.0136) 0.001 |
0.0482 (0.0132) 0.001 |