Which test is best for abnormal returns?

Aoa,

I have some questions regarding abnormal returns?

I studied in theory that

=>Abnormal Return = Stock Return - Market Return
=> Test of Abnormal return is AR t test
=> Comapnies in analysis are 40 and years are 10 by using daily share price then what is the data type?
panel or cros-sectional?

=> Is regression analysis not a good measure between abnormal return (dependnet variable) and market return ( independnet vaiable) for finding t test / R / R-squred for seprate comapnies?

how i will find t-test for abnormal return, average abnormal Returns and Cumulative Average Abnormal Returns (CAAR)?

What is null and alternative hypothesis of AR of IBM, HP, DELL and S&P500 index?

Is market model is separtely used for abnormal return?

please help me send me you demo or excel example on

my email is [email protected]

Regards