CAARCumulative Average Abnormal Return (investing)
CAARCapital Area Association of Realtors (Illinois)
CAARCharlottesville Area Association of Realtors (Charlottesville, VA)
CAARCentre for Accounting and Auditing Research
CAARCombat After Action Report
CAARCataract, Autosomal Recessive, Early-Onset, Pulverulent
CAARCapital Acquisition Authorisation Requests
CAARConsortium of Automotive Aftermarket Retailers (UK)
CAARCommittee Against Academic Repression
CAARClub des Amateurs d'Anciennes Renault (French: Club of Lovers of Old Renault; automobile enthusiast group)
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References in periodicals archive ?
Peter Stockel will present: "Strengthening Manoeuvrability and Sustainability of Last Mile Operations with Robotics and Autonomous Systems: Coalition Assured Autonomous Resupply (CAAR)." His presentation will cover "The current position and assessments of CAAR"; "Integration challenges for RAS use in a coalition scenario"; "Enhancing RAS capabilities to maximise manoeuvrability of resupply missions"; and "Supporting logistics and survivability: reducing risks to military personnel and increasing efficiency of last mile logistics."
After calculating the average abnormal returns over a given time, the cumulative average abnormal returns (CAAR) was calculated.
Applications must be submitted using the CAAR online funding Application Form through SmartyGrants.
Then, we calculate the cross-sectional cumulative average abnormal returns (CAAR) for different event windows.
Next, we calculate the mean CAR and SCAR (CAAR and SCAAR, respectively) for subsample groups to test the hypotheses developed in the previous section.
"Social justice just doesn't happen by itself; it's about activism and people willing to take risks," Fleming said during a speech at a 2015 meeting organised by the Collegium for African-American Research (CAAR) and a new UK-based body called the Institute for Black Atlantic Research (IBAR).
Cumulative Average Abnormal Return (CAAR) is found to be negative during post-announcement period of 10 days (0,10) in 5% significance level.
In Table 1 we report results for three event windows and we find the mean CAAR positive and statistically significant.
Companies Mentioned in this Report: Societe Nationale d'Assurance (SAA), Compagnie Algerienne des Assurances (CAAT), Compagnie Algerienne d'Assurance et de Reassurance (CAAR), Compagnie d'Assurances des Hydrocarbures (CASH), Caisse Nationale de Mutualite Agricole (CNMA)
Standard deviations of all these event firms and rival portfolios were calculated along with calculation of CAAR and values of t statistics were calculated later on by dividing CAARS by standard deviations.