Step 1. Set Parameters
Expected Volatility Model
Return Type
Adjustment Rule for Non-Trading Days
Result Files Format
Test Statistics
AR CAR AAR CAAR ABHAR
Cross-Sectional Volatility T
Cross-Sectional Corrected Volatility T
Cross-Sectional AR T
Cross-Sectional Corrected AR T
Step 2. Upload Data and Start Analysis

Notes:

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

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

Version: 1.209