题目如下,AR=abnormal return.对event study很不熟悉,想请教这类问题如何用stata解决?思路即可,stata代码更好,先谢过小伙伴们。[size=12.000000pt]Given the following information for an event study in Table 6.1:
(a) Calculate AR based on the constant-mean-return model.
(b) Calculate the cross-sectional t-test statistic and test the null hypothesis that E[AR0] = 0.
(c) Calculate the traditional t-test statistic and test the null hypothesis that E[AR0] =0。