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İ'll clarify. İm doing an event study, and for this event study i calculated abnormal returns for the event window of [-200,+15], With day 0 being the event days. Now what i need to do is verify that on the event day, which is day 0(or for example The period [-1,,+1]), the variance was significantly...

I tried that already, but I'll clarify my post. Right now I have the excel file with the event dates on the row headers and the announcements themselves on the column headers. (i could also transpose this data). So what I need to do is compare the average variance of the estimation window with the a...

Hi everyone! I have been on this problem for 3 days straight now and I have no idea how to solve this. So hopefully you can help me! I am doing an event study on the stock market effects of a ceo succession announcement. For this i have the following data: 1) 124 CEO announcements of stock listed fi...