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Enhancements
ARC / AVC / AVyC
v1.02629 August 2021
With this release, we added the following test statistic to the abnormal return calculator (ARC):
Crude Dependence Adjustment Test 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:
t-tests at AR-level
t-test at CAR-level
Patell Z at AAR-level
Cross-Sectional Test at AAR-level
StdCSect T at AAR-level
Adjusted Patell Z at AAR-level
Adjusted StdCSect T at AAR-level
Skewness Corrected T at AAR-level
Crude Dependence Adjustment Test at AAR-level