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abnormal return
On the other hand, the security developers realized an average abnormal return of 1.36 percent during this period.
      
Over the entire 1961-98 period, the entire perceived abnormal return to Dow Dog investing can be explained by taxes and transaction costs.
      
Performance is measured by the abnormal return of the asset price.
      
Refer to the appendix A for more detail on the variance and covariance for estimated abnormal return.
      
Studies of these events typically focus on the abnormal return around the date of first announcement.
      
Second, it may affect the government's decision to challenge the proposed merger, and thereby the acquirer's abnormal return at the announcement date.
      
Some studies suggest no significant abnormal return while others suggest negative abnormal returns.
      
To explore this issue, we investigate market reaction of dividend initiation announcement on cumulative abnormal return of dividend initiating firms.
      
To examine effects of earnings announcements on stock return volatility, we start by calculating the abnormal return variances of each stock.
      
This is the power to reject the null hypothesis that the abnormal return is 0.
      
This magnitude of abnormal return is difficult to detect with the larger variance.
      
This large negative abnormal return is inconsistent with the null hypothesis of normal performance.
      
This methodology measures the abnormal return of a stock when an outsourcing deal is publicly announced.
      
Thus, the key point that emerges from Table 3 is that we observe economically significant abnormal return to PIN only among small stocks.
      
This abnormal return corresponds to the actual return that the stock price achieved during the event window, minus the normal return of this asset.
      
The abnormal return observations must be aggregated in order to draw overall inferences for the event of interest.
      
The concept of a cumulative abnormal return is necessary to accommodate a multiple period event window.
      
The abnormal return observations must be aggregated for the event window and across observations of the event.
      
The authors found no negative abnormal return over any of 5 days following the event.
      
The cumulative abnormal return for each stock is the raw buy-and-hold return adjusted using the estimated beta from market model.
      
 

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