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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