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


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