Sentences with phrase «abnormal return events»

Not exact matches

They employ three distinct methods to measure long - run abnormal returns: (1) calendar - time three - factor (market, size, book - to - market ratio) portfolio alpha; (2) three - factor alpha in event time; and, (3) returns in excess of those for control stocks matched on size, book - to - market ratio and six - month past return.

Returns were measured as cumulative abnormal returns — the difference between the actual return and expected return — to stock market prices during the event Returns were measured as cumulative abnormal returns — the difference between the actual return and expected return — to stock market prices during the event returns — the difference between the actual return and expected return — to stock market prices during the event window.

So they return to their central theme of convincing you that normal weather events are abnormal.

Will 2013 mark the end of the decade and a half period of abnormal warmth experience across the U.S. that was touched off by the 1998 El Niño event, and a return to conditions of the 1980s and early - to - mid 1990s?