The phrase "abnormal returns of" is correct and usable in written English.
It is typically used in finance and investment contexts to refer to returns on an investment that are different from the expected or average returns.
Example: "The study analyzed the abnormal returns of the stock following the earnings announcement."
Alternatives: "excess returns of" or "unexpected returns of".
On an international basis, they report takeovers provide abnormal returns of 9.7% and restructurings yield abnormal returns of 5.6%.
However, the abnormal returns of the value-weighted portfolios are not robust to industry-adjusting.
Id. at 4 (finding annualized value-weighted abnormal returns of 2.3% for activism without outcomes).
Our trading strategy yields annualized four-factor abnormal returns of 4.9percentto6.4percentcent.
Gulf stockholders earned abnormal returns of $6.2 billion79.9.9%) from the Socal takeover, and Socal stockholders earned $2.8 billion22.6.6%).
The results of our event study show that the estimated cumulative average abnormal returns of firms' stocks are significantly negative after severe accidents actually occurred.
Lisa Meulbroek ([1992], p. 1677) reports an average of 3.06%% of Abnormal Returns on Insider Trading days but with values ranging from 0.07 % in restructuring announcement cases to 8.15 % in hostile tender offer cases.
Long-term reductions show an abnormal return of −1.15% on the announcement day.
Using standard event study methodology, we find that the sale announcement was associated with a positive abnormal return of over 25% and that canceling the sale was followed by a negative abnormal return of nearly 12%.
With an abnormal return of 21.02%, our double-sort strategy that exploits both momentum and term structure signals clearly outperforms the single-sort strategies.
Conversion-forcing firms show an abnormal return of −1.53% on the announcement day but they perform well over the three years following the announcement.
