Powered By Olvy
ARC / AVC / AVyC
v1.0489 October 2021
With this release, we added the following test statistic to the abnormal return calculator (ARC):
Sign Z (incl. P-Values) at AAR-level
Further, p-values (see https://en.wikipedia.org/wiki/P-value) were added to the following set of test statistics of ARC:
Generalized Sign Z at AAR-level
Rank Z at AAR-level and CAAR-level
Generalized Rank T at AAR-level and CAAR-level
Generalized Rank Z at AAR-level and CAAR-level
Patell Z at CAAR-level
Csect T at CAAR-level
Adjusted Patel Z at CAAR-level
Adjusted StdSect Z at CAAR-level
Skewness Corrected T at CAAR-level