- AR
- abnormal return — the day's actual return minus the market-model expected return
- |AR|
- size of the abnormal return, direction ignored
- CAR
- cumulative abnormal return — daily ARs summed over a horizon
- dir
- directional CAR — CAR signed by the post's call; positive means the market moved the post's way
- w1 / w4 / w13
- 1-, 4- and 13-week horizons, 5 trading days per week
- call
- the post's implied direction — bullish or bearish
- confounded
- event overlapping earnings, a split or similar corporate news — flagged and excluded from the clean count