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 performed and do not close this window. Calculations take about 4 seconds per 100 events.

For larger analyses, please provide your e-mail above. To bypass the time-out function of your browser, we will send you the results by e-mail upon completed analysis.

Version: 1.127