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^***