Step 1. Set Parameters
Expected Return Model
Return Type
Adjustment Rule for Non-Trading Days
Result Files Format
Test Statistics
AR CAR AAR CAAR ABHAR
T Test
Permutation Test
Cross-Sectional T Test
CDA T
Patell Z
Adjusted Patell Z
StdCSect T
Adjusted StdCSect T
Skewness Corrected T
Rank Z
Generalized Rank Z
Generalized Rank T
Sign Z
Generalized Sign Z
Wilcoxon
Step 2. Upload Data and Start Analysis

Notes:

Please be patient while your event study is being performed and do not close this window.

Activating the Permutation Test will materially increase the execution time.

You can speed up your analysis by de-selecting tests that are not of interest.

Version: 1.271