最好把上下文发出来

我所理解的应该是，事件窗与事后窗的时间段可以共用，就是说没有事后窗

4.2. Choice of market index
There is some evidence in Brown and Warner’s studies that choice of market
index affects the performance of the market model. It generally performs slightly
better with the equally weighted than with the value weighted index, and the
difference is significant when event dates are shared because of lower crosscorrelation
of residuals with the equally weighted index (see Section 5.1).
However, Krueger and Johnson (1991), testing efficient market anomalies, obtain
similar results using the CRSP equally weighted index and the NYSE composite
index (value weighted); there are differences, but they believe that ‘anomaly
research findings are generally robust to market surrogate selection’ (p. 579).
还是不明白，求指点出自《event study methods evidence on their performance》by Seth Armitage