In an event study, alpha is 0.07 and beta is 1.18 based on the data from the
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In an event study, alpha is 0.07 and beta is 1.18 based on the data from the estimation window. On the event day, the actual stock return was 9%, and the market return was 4%. What is the abnormal return on the event day?
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Given the information from the estimation window alpha 007 and beta 118 and the actual returns on th... View the full answer
Related Book For 
An Introduction To Statistical Methods And Data Analysis
ISBN: 9781305465527
7th Edition
Authors: R. Lyman Ott, Micheal T. Longnecker
Posted Date:
