Hello,
I am analyzing the correlation between market cap and abnormal returns of targeted M&A firms, 10 days before the announcement date. My time frame is t-10 untill t-1. My control time frame is t-90 untill t-30.
I currently made this regression code.
reg Cumulated_abn_returns MarketCap TargetDebtRatio BTMValue Cash Liquidity yeardummy's
Is this the right way to do it?
Thank you very much!
Veronique
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