Diether, Karl (contributor); Lee, Kuan-hui (contributor); … - 2006
take place at the announcement of the Pilot (July 28, 2004) or following the effective (event) date
of the suspension (May …
returns (in %) on announcement window and event window dummy variables and pilot stock
interactions by exchange using the … data from July 26, 2004 to May 4, 2005:
R
it
= a + b
1
* ANN + b
2
* ANN* Pilot + b
3
* EVENT + b
4
* EVENT …