Table 2.

Synthesis of normality tests

AnnouncementValue testedResult
UpgradeCAR prior to the eventDo not reject H0
UpgradeCAR after the eventDo not reject H0
DowngradeCAR prior to the eventRejects H0
DowngradeCAR after the eventRejects H0
Same classificationCAR prior to the eventRejects H0
Same classificationCAR after the eventRejects H0
Source: Own elaboration
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