Table 15 Cumulative abnormal returns (\({{\varvec{R}}}^{\boldsymbol{^{\prime}}\boldsymbol{^{\prime}}})\) based on CAPM by productivity groups
From: Does supplier concentration matter to investors during the COVID-19 crisis: evidence from China?
High productivity group | Low productivity group | Difference | |
|---|---|---|---|
\({R}^{{{\prime}}{{\prime}}}\)[− 1, 1] | − 1.196 | − 1.134 | − 0.062 (0.17) |
\({R}^{{{\prime}}{{\prime}}}\)[− 2, 2] | − 0.768 | − 0.588 | 0.180 (0.44) |