Question: help with CAAR question The chart below shows the cumulative abnormal returns (CAAR) of two different stocks, A and B, traded in the same market,

help with CAAR question

help with CAAR question The chart below shows the cumulative abnormal returns

The chart below shows the cumulative abnormal returns (CAAR) of two different stocks, A and B, traded in the same market, from an event study. The study looks at reactions to good news in earnings announcements. CAAR (%) Stock B Stock A 0 T, days Comment on the respective behaviour of the two stocks following the announcements, and implications for the efficient market hypothesis

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