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help me to indicated by * (5%) and **(1%), just like how All,winners and losers section. included correct asterisks indicating significance levels for the CLNY
help me to indicated by * (5%) and **(1%), just like how All,winners and losers section. included correct asterisks indicating significance levels for the CLNY trading day regression
Stock specification | Obs. | CLNY trading day event window | |||
[-5,0] | [+1,+10] | [5,+10] | |||
CLNY event CAARs (t-stats) | All | 887 | -0.032% | -0.361%* | -0.393% |
(-0.23907) | (-2.3113) | (-1.8977) | |||
Big | 270 | -1.125% | -1.528% | -2.652% | |
(-5.6130) | (-6.5076) | (-8.7393) | |||
Small | 262 | 0.389% | 0.916% | 1.305% | |
(1.3823) | (2.6372) | (2.8768) | |||
Winners (>0) | 406 | -0.830%** | -1.066%** | -1.896%** | |
(-4.0479)** | (-4.4709) | (-6.0359) | |||
Losers (<0) | 481 | 0.642%** | 0.233% | 0.875%** | |
(3.8190) | (1.1502) | (3.3408) | |||
Big winners | 168 | -1.520% | -1.798% | -3.318% | |
(-5.5244) | (-6.6645) | (-8.8723) | |||
Big losers | 102 | -0.473% | -1.083% | -1.556% | |
(-1.7880) | (-2.5023) | (-3.1159) | |||
Small winners | 100 | -0.355% | 0.051% | -0.304% | |
(-0.6745) | (0.0799) | (-0.3690) | |||
Small losers | 162 | 0.848% | 1.450% | 2.298% | |
(2.6993) | (3.6492) | (4.4646) |
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