Q:

Problem with subcaptions in subtables

I am trying to implement a table with several subtables, but working with subcaption does not work neither when I try tabularx. This subtables have different number of columns. with the following code the tables are not equal in width.
\begin{table}[ht]
\caption{Earnings Surprise and Cumulated Returns}
\resizebox{\textwidth}{!}{\begin{threeparttable}
\begin{tabular}{@{\extracolsep{4pt}}lcccccccccc@{}}
\hline\hline
 & \multicolumn{3}{c}{N}  & \multicolumn{3}{c}{mean} & \multicolumn{2}{c}{N} & \multicolumn{2}{c}{mean}  \\
\cline{2-4}  \cline{5-7}  \cline{8-9}  \cline{10-11}
 & SUE1 & SUE2 & SUE3 & SUE1 & SUE2 & SUE3 & CASC & BHAR & CASC & BHAR \\ [1ex]
\hline
AAA & 731 & 731 & 613 & 0.0004 & 0.0004 & 0.0104 & 688 & 726 & 0.0002 & -0.0084 \\
A & 3865 & 3865 & 3455 & -0.0013 & -0.0007 & 0.0002 & 3424 & 3827 & 0.0003 & 0.0027 \\
BBB & 6308 & 6313 & 5711 & -0.0017 & -0.0009 & 0.0000 & 5512 & 6252 & 0.0003 & 0.0060 \\
NIG & 3166 & 3172 & 2825 & 0.0006 & 0.0019 & -0.0054 & 2685 & 3080 & 0.0000 & 0.0148 \\ [1ex]
All & 14070 & 14081 & 12604 & -0.0010 & -0.0001 & -0.0007 & 12309 & 13885 & 0.0002 & 0.0063 \\ [1ex]
Investment-Grade & 10904 & 10909 & 9779 & -0.0014 & -0.0007 & 0.0007 & 9624 & 10805 & 0.0003 & 0.0039 \\
Speculative-Grade & 3166 & 3172 & 2825 & 0.0006 & 0.0019 & -0.0054 & 2685 & 3080 & 0.0000 & 0.0148 \\ [1ex]
\hline
\end{tabular}
\bigskip
\begin{tabular}{@{\extracolsep{4pt}}lcccccccccc@{}}
\hline\hline
 & \multicolumn{3}{c}{N}  & \multicolumn{3}{c}{mean} & \multicolumn{2}{c}{N} & \multicolumn{2}{c}{mean}  \\
\cline{2-4}  \cline{5-7}  \cline{8-9}  \cline{10-11}
 & SUE1 & SUE2 & SUE3 & SUE1 & SUE2 & SUE3 & CASC & BHAR & CASC & BHAR \\ [1ex]
\hline
2004 & 1747 & 1748 & 1487 & 0.0023 & 0.0031 & 0.0006 & 1342 & 1741 & -0.0003 & 0.0214 \\
2005 & 1727 & 1728 & 1513 & 0.0022 & 0.0009 & 0.0006 & 1420 & 1707 & -0.0002 & 0.0066 \\
2006 & 1646 & 1648 & 1473 & 0.0002 & 0.0015 & 0.0011 & 1431 & 1624 & 0.0002 & 0.0045 \\
2007 & 1594 & 1595 & 1427 & -0.0085 & -0.0075 & -0.0039 & 1329 & 1573 & 0.0014 & -0.0136 \\
2008 & 1545 & 1545 & 1414 & -0.0303 & -0.0163 & -0.0172 & 1429 & 1527 & 0.0042 & 0.0132 \\
2009 & 1492 & 1494 & 1384 & 0.0163 & 0.0064 & 0.0011 & 1400 & 1482 & -0.0049 & 0.0297 \\
2010 & 1471 & 1473 & 1357 & 0.0115 & 0.0112 & 0.0037 & 1332 & 1458 & 0.0005 & -0.0042 \\
2011 & 1445 & 1445 & 1303 & 0.0056 & 0.0059 & 0.0048 & 1326 & 1417 & 0.0024 & -0.0108 \\
2012 & 1403 & 1405 & 1246 & -0.0076 & -0.0062 & 0.0040 & 1300 & 1356 & -0.0010 & 0.0079 \\ [1ex]
All & 14070 & 14081 & 12604 & -0.0010 & -0.0001 & -0.0007 & 12309 & 13885 & 0.0002 & 0.0063 \\[1ex]
pre-crisis & 5120 & 5124 & 4473 & 0.0016 & 0.0019 & 0.0008 & 4193 & 5072 & -0.0001 & 0.0110 \\
crisis & 3139 & 3140 & 2841 & -0.0193 & -0.0118 & -0.0105 & 2758 & 3100 & 0.0028 & -0.0004 \\
post-crisis & 5811 & 5817 & 5290 & 0.0066 & 0.0044 & 0.0034 & 5358 & 5713 & -0.0008 & 0.0058 \\ [1ex]
\hline
\end{tabular}

\begin{tablenotes}
\footnotesize
\item This is where authors provide additional information about the data, including whatever notes are needed.
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\end{tablenotes}
\end{threeparttable}}
\end{table}

Moreover, is generally possible to set the table such that the use the maximum allowed size? In other words, they take the whole space no matter whether necessary or not.
Another question is: With the present caption I get "Table 1: xyz". Would it be possible to turn it into:

TABLE 1 \ \
xyz

A:

You could use a tabular* environment, as is done in the table below, to force the tabular material to take up the full width of the text block. By setting \tabcolsep (the parameter that governs the default amount of inter-column whitespace) to a very small value and providing additional, flexible whitespace via an @{\extracolsep{\fill}} directive, the tabular* environment will take up exactly the assigned width (usually, \textwidth).
I further suggest you use the dcolumn package and its tools to align the numerical data columns on their decimal points. Doing so will also make LaTeX use typographically correct "minus" symbols instead of text-mode dashes whenever a - is encountered.
To get a line break between "Table 1" and the caption, use the tools of the caption package (see the code below for the exact tools deployed).
I suggest you also use the subcaption package and assign each of the two tabulars to a separate subtable environment. That way, you can assign a caption to each subtable and cross-reference the subtables individually, as needed. Subcaptions are very helpful as "signposts" for your readers.
If you need the tools of the threeparttable environment, note that it's possible to have embed a threeparttable environment within a subtable environment. 
A final suggestion: Don't use the basic but not-so-capable \hline directive to draw horizontal lines. Instead, consider using the much more sophisticated macros of the booktabs package: \toprule, \midrule, \bottomrule, and \cmidrule. You'll find that macros provide much better spacing around the horizontal lines.

\documentclass{article}
\usepackage[margin=1in]{geometry}  % choose margins here
\usepackage{threeparttable}
\usepackage{booktabs} % for \toprule, \midrule, \bottomrule, and \cmidrule
\usepackage[labelsep=newline,% line break after label
   justification=raggedright,
   singlelinecheck=off]{caption}
\usepackage{subcaption} % for subtable environment
\usepackage{dcolumn}
\newcolumntype{d}[1]{D{.}{.}{#1}}

\newcommand\mc[1]{\multicolumn{1}{c}{#1}} % handy shortcut macro

\begin{document}

\begin{table}[ht!]
\setlength\tabcolsep{0.1pt}  % default value: 6.0pt

\caption{Earnings Surprises and Cumulative Returns}
\label{tab:surprises}

\begin{subtable}{\textwidth}
\caption{Sorted by investment rating} \label{tab:byrating}
\begin{tabular*}{\textwidth}%
  { @{\extracolsep{\fill}} l *{3}{d{5.0}} *{3}{d{2.4}} 
      *{2}{d{5.0}} *{2}{d{2.4}} @{} }
\toprule
Rating
& \multicolumn{3}{c}{N} & \multicolumn{3}{c}{mean} 
& \multicolumn{2}{c}{N} & \multicolumn{2}{c}{mean}  \\
\cmidrule{2-4} \cmidrule{5-7} \cmidrule{8-9} \cmidrule{10-11}
& \mc{SUE1} & \mc{SUE2} & \mc{SUE3} 
& \mc{SUE1} & \mc{SUE2} & \mc{SUE3} 
& \mc{CASC} & \mc{BHAR} & \mc{CASC} & \multicolumn{1}{r@{}}{BHAR} \\
\midrule
AAA & 731 & 731 & 613 & 0.0004 & 0.0004 & 0.0104 & 688 & 726 & 0.0002 & -0.0084 \\
A & 3865 & 3865 & 3455 & -0.0013 & -0.0007 & 0.0002 & 3424 & 3827 & 0.0003 & 0.0027 \\
BBB & 6308 & 6313 & 5711 & -0.0017 & -0.0009 & 0.0000 & 5512 & 6252 & 0.0003 & 0.0060 \\
NIG & 3166 & 3172 & 2825 & 0.0006 & 0.0019 & -0.0054 & 2685 & 3080 & 0.0000 & 0.0148 \\ [1ex]
All & 14070 & 14081 & 12604 & -0.0010 & -0.0001 & -0.0007 & 12309 & 13885 & 0.0002 & 0.0063 \\ [1ex]
Inv.\ Grade & 10904 & 10909 & 9779 & -0.0014 & -0.0007 & 0.0007 & 9624 & 10805 & 0.0003 & 0.0039 \\
Spec.\ Grade & 3166 & 3172 & 2825 & 0.0006 & 0.0019 & -0.0054 & 2685 & 3080 & 0.0000 & 0.0148 \\ 
\bottomrule
\end{tabular*}
\end{subtable}

\bigskip\bigskip
\begin{subtable}{\textwidth}
\begin{threeparttable}

\caption{Sorted by period} \label{tab:byperiod}

\begin{tabular*}{\textwidth}%
  { @{\extracolsep{\fill}} l *{3}{d{5.0}} *{3}{d{2.4}} 
      *{2}{d{5.0}} *{2}{d{2.4}} @{} }
\toprule
Period\tnote{a}
& \multicolumn{3}{c}{N}  & \multicolumn{3}{c}{mean} 
& \multicolumn{2}{c}{N} & \multicolumn{2}{c}{mean}  \\
\cmidrule{2-4}  \cmidrule{5-7}  \cmidrule{8-9}  \cmidrule{10-11}
& \mc{SUE1} & \mc{SUE2} & \mc{SUE3} 
& \mc{SUE1} & \mc{SUE2} & \mc{SUE3} 
& \mc{CASC} & \mc{BHAR} 
& \mc{CASC} & \multicolumn{1}{r@{}}{BHAR} \\
\midrule
2004 & 1747 & 1748 & 1487 & 0.0023 & 0.0031 & 0.0006 & 1342 & 1741 & -0.0003 & 0.0214 \\
2005 & 1727 & 1728 & 1513 & 0.0022 & 0.0009 & 0.0006 & 1420 & 1707 & -0.0002 & 0.0066 \\
2006 & 1646 & 1648 & 1473 & 0.0002 & 0.0015 & 0.0011 & 1431 & 1624 & 0.0002 & 0.0045 \\
2007 & 1594 & 1595 & 1427 & -0.0085 & -0.0075 & -0.0039 & 1329 & 1573 & 0.0014 & -0.0136 \\
2008 & 1545 & 1545 & 1414 & -0.0303 & -0.0163 & -0.0172 & 1429 & 1527 & 0.0042 & 0.0132 \\
2009 & 1492 & 1494 & 1384 & 0.0163 & 0.0064 & 0.0011 & 1400 & 1482 & -0.0049 & 0.0297 \\
2010 & 1471 & 1473 & 1357 & 0.0115 & 0.0112 & 0.0037 & 1332 & 1458 & 0.0005 & -0.0042 \\
2011 & 1445 & 1445 & 1303 & 0.0056 & 0.0059 & 0.0048 & 1326 & 1417 & 0.0024 & -0.0108 \\
2012 & 1403 & 1405 & 1246 & -0.0076 & -0.0062 & 0.0040 & 1300 & 1356 & -0.0010 & 0.0079 \\ [1ex]
All & 14070 & 14081 & 12604 & -0.0010 & -0.0001 & -0.0007 & 12309 & 13885 & 0.0002 & 0.0063 \\[1ex]
pre-crisis & 5120 & 5124 & 4473 & 0.0016 & 0.0019 & 0.0008 & 4193 & 5072 & -0.0001 & 0.0110 \\
crisis & 3139 & 3140 & 2841 & -0.0193 & -0.0118 & -0.0105 & 2758 & 3100 & 0.0028 & -0.0004 \\
post-crisis & 5811 & 5817 & 5290 & 0.0066 & 0.0044 & 0.0034 & 5358 & 5713 & -0.0008 & 0.0058 \\ 
\bottomrule
\end{tabular*}

\begin{tablenotes}
\item[a] A subtable-specific footnote
\end{tablenotes}

\end{threeparttable}
\end{subtable}

\end{table}
\end{document}

Just for the comparison, here's how the table looks like when using your original code (which also requires loading the graphicx package, not loaded in the code above). Proceeding more or less from top to bottom, some of the main differences relative to the look above are: table caption is centered and on a single line; no (sub)captions for the two subtables; very tight spacing (too tight, really) between \hlines and material in the following row; very little space -- 4pt, to be exact -- between the \cline instructions; the numbers in the data columns are centered rather than aligned on their decimal points, and the occasion minus signs are rendered improperly as simple dashes; the two tabular environments have different widths.

