Table V

CARs over different event windows for the control group

Return modelCRGBDBMPSPROMBUCGISPCE
Part 1: [−2, +20] event window
Raw1.74%19.93%14.78%20.43%17.68%9.40%14.51%6.97%
Market adjusted−6.63%11.56%6.41%12.06%9.31%1.03%6.14%−1.40%
Market model7.80%19.67%24.04%13.30%5.76%−3.57%0.01%−0.71%
Sector adjusted−0.42%15.67%10.33%4.24%−0.62%−9.92%−6.68%−6.77%
Fama–French−1.84%15.39%12.99%6.28%0.07%−5.17%−0.81%−8.66%
FF-aug. five-factor−0.65%17.12%18.27%12.37%0.26%−4.45%−1.35%−8.63%
Part 2: [−2, +1] event window
Raw7.06%8.91%11.43%4.97%7.55%9.49%4.31%6.45%
Market adjusted3.37%5.22%7.75%1.28%3.86%5.80%0.62%2.77%
Market model5.13%7.18%9.20%1.14%1.99%3.18%−2.13%2.64%
Sector adjusted−1.79%3.66%−1.61%−6.04%−4.13%−3.30%−8.74%−2.64%
Fama–French3.57%6.39%7.16%0.00%0.83%2.57%−2.62%1.04%
FF-aug. five-factor4.19%6.76%6.66%−0.19%0.87%2.31%−2.87%1.36%

Note(s): The table reports the CARs for a variety of return models for each of the eight banks in the control 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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