Window

CAR

t-value

(0, 1)

0.00%

0.00

(0, 2)

−0.18%

−4.30

(0, 3)

−1.25%

−4.09

(0, 5)

−1.10%

−3.00

(0, 8)

0.69%

1.08

(0, 10)

0.38%

0.49

(0, 15)

−0.42%

−0.53

(0, 20)

−2.63%

−2.38

(0, 25)

−2.75%

−2.33

(0, 30)

0.54%

0.40

(0, 35)

−0.53%

−0.32

(0, 40)

−0.92%

−0.18