Table II

Cumulative abnormal returns over different event windows

Return modelBPSUBICVBPERBPMBPPEL
Part 1: [−2, +20] event window
Raw28.45%20.14%44.28%31.83%33.79%33.65%46.31%
Market adjusted20.08%11.77%35.91%23.46%25.42%25.28%39.25%
Market model21.88%6.21%35.41%18.59%19.61%21.55%48.56%
Sector adjusted22.31%6.85%36.60%20.12%20.62%22.77%52.44%
Fama–French15.85%1.74%24.73%15.93%13.53%16.55%44.83%
Fama-French agumented (FF-aug). five-factor15.02%3.44%26.85%20.28%17.35%17.86%50.61%
Part 2: [−2, +1] event window
Raw20.63%17.17%27.00%22.90%19.78%22.48%49.18%
Market adjusted16.95%13.48%23.31%19.21%16.09%18.79%45.50%
Market model16.46%10.48%21.52%15.81%12.87%16.02%47.24%
Sector adjusted15.57%9.24%20.68%14.85%11.77%15.05%46.78%
Fama-French15.23%9.28%19.49%14.93%11.32%14.84%46.21%
FF-aug. five-factor14.72%9.14%19.20%15.47%12.89%14.74%46.81%

Note(s): The table reports the cumulative abnormal returns for a variety of return models for each of the seven banks in the treatment group. Part 1 refers to a longer event window, spanning from two days before until 20 days after the announcement date. Part 2 refers to a shorter event window, spanning from two days before until one day after the announcement date

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