indicated by * (5%) and **(1%) just like how All, winners and losers section indicated by *
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Question:
indicated by * (5%) and **(1%)
just like how All, winners and losers section indicated by * (5%) and **(1%), please help me to inncluded correct asterisks indicating significance levels for the CLNY trading day regression for
a. big
b. small
c. big winner
d.big loser
e.small loser
f. small winner
Stock specification | Obs. | CLNY trading day event window | |||
[-5,0] | [+1,+10] | [5,+10] | |||
CLNY event CAARs (t-stats) | All | 887 | -0.032% | -0.361%* | -0.393% |
(-0.23907) | (-2.3113) | (-1.8977) | |||
Big | 270 | -1.125% | -1.528% | -2.652% | |
(-5.6130) | (-6.5076) | (-8.7393) | |||
Small | 262 | 0.389% | 0.916% | 1.305% | |
(1.3823) | (2.6372) | (2.8768) | |||
Winners (>0) | 406 | -0.830%** | -1.066%** | -1.896%** | |
(-4.0479)** | (-4.4709) | (-6.0359) | |||
Losers (<0) | 481 | 0.642%** | 0.233% | 0.875%** | |
(3.8190) | (1.1502) | (3.3408) | |||
Big winners | 168 | -1.520% | -1.798% | -3.318% | |
(-5.5244) | (-6.6645) | (-8.8723) | |||
Big losers | 102 | -0.473% | -1.083% | -1.556% | |
(-1.7880) | (-2.5023) | (-3.1159) | |||
Small winners | 100 | -0.355% | 0.051% | -0.304% | |
(-0.6745) | (0.0799) | (-0.3690) | |||
Small losers | 162 | 0.848% | 1.450% | 2.298% | |
(2.6993) | (3.6492) | (4.4646) |
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