MSCPE

AcronymDefinition
MSCPEMaster of Science in Computer Engineering (post-graduate degree)
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Tests of the difference between event period abnormal returns for banks and non-banks are performed using mean standardized cumulative prediction errors (MSCPE).
Table 2 also compares the event period abnormal returns across samples using the MSCPE statistic.
MSCPE = mean standardized cumulative prediction error from market model regression.