Window

CAR

t-value

(0, 1)

0.03%

0.15

(0, 2)

0.13%

0.36

(0, 3)

−4.18%

−5.95

(0, 5)

−1.03%

−1.98

(0, 8)

−3.06%

−5.16

(0, 10)

−3.54%

−5.56

(0, 15)

−5.46%

−7.51

(0, 20)

−3.62%

−4.20

(0, 25)

−3.32%

−3.39

(0, 30)

−5.38%

−5.04

(0, 35)

−5.06%

−3.83

(0, 40)

−5.64%

−3.64