Abnormal returns indicate unexpected profit levels which signal potential issues or successes. Investigating abnormal returns helps gauge the reliability of an investment. Unlike excess returns, ...
The cumulative abnormal return (CAR) is a key metric used by investors and financial analysts to evaluate the actual performance of a stock or portfolio relative to what is expected. CAR measures the ...
Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns is critical for risk management and ...