Cumulative Abnormal Returns is a financial metric that quantifies the sum of deviations of an asset's observed returns from its expected returns over a specified event window, thereby capturing the aggregate impact of an event on the asset's value.
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Quantifying Managerial Ability: A New Measure and Validity Tests
Peter R. Demerjian, Baruch Lev, Sarah E. McVay · Management Science · 2012 · 1.8K citations
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West Lafayette, United States
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