Hello,
I would like to test whether the event CAR (cumulative abnormal return) is equal to zero. Is there a way to do this with a regression? I have data about companies doing stock splits and their daily returns.
Thank you
Diego
I would like to test whether the event CAR (cumulative abnormal return) is equal to zero. Is there a way to do this with a regression? I have data about companies doing stock splits and their daily returns.
Thank you
Diego
