Window period average C A R i

Average CAR during the GEM sample window period

Motherboard sample code

Average CAR during the motherboard sample window period

GEM sample code

600167.SH

603466.SH

603716.SH

603456.SH

600366.SH

−6.32537

−4.2681

−10.5935

5.424968

−2.73383

2.69114

0.104544

−11.787

−11.6825

−5.1947

−3.4467

−8.64141

13.95458

17.4699

31.42448

−6.6697

3.92771

−2.74199

2.30349

−11.4666

−9.16315

300038.SZ

300158.SZ

300176.SZ

300241.SZ

300259.SZ

300365.SZ

300401.SZ

300450.SZ

300451.SZ

300485.SZ

300497.SZ

300514.SZ

300545.SZ

300547.SZ

300561.SZ

300567.SZ

300586.SZ

300602.SZ

300627.SZ

300628.SZ

300639.SZ

300648.SZ

300668.SZ

300677.SZ

300705.SZ

300707.SZ

10.88151

−10.1921

0.689443

−18.4548

−18.8777

−37.3325

−3.00075

−9.29586

−12.2966

28.89213

113.7004

142.5925

30.67395

11.05316

41.72711

6.645184

−5.92387

0.721317

6.907374

14.21363

21.121