NEWS.md

In EventStudy: Event Study Analysis

Notes

• Fixing date issue: dates before 01.01.1970 are currently not working

0.39

• Parsed outputs are now data classes
• Re-align to CRAN
• Adapt to changes of EventStudy API
• More code documentation.

0.38

• Remove strong package dependencies
• Change licence to MIT

Bugfixes

• CAAR result parsing
• aarPlot & arPlot: more user-friendly error messages

0.36.900

Bugfixes

• CAAR result parsing
• aarPlot & arPlot: more user-friendly error messages

0.36

• Result files
• Downloaded files have meaningful names, e.g. ar_results.csv
• Download will be performed quietly

• Result folder will be created if it not exists

• API key can be set as a global option

• Minor updates in Parameters Vignette

0.35

• Added some more message to output during the process

Bugfixes

• result files loading is fixed
• result file parser is fixed
• fixed task checks

• input file checker is fixed

• examples

  • Github example was not working

0.34

Bugfixes

• EventStudyAddin
  • setTestStatistics did not worked proberly
  • added all types of event studies
  • ResultPraser object is now returned to the console

Version 0.33

• add Excel export functionality to ResultParser
• add new file ckecks
  • check event window is in firm and market data
  • check estimation window is in firm and market data
  • dates before 01.01.1970 are actually not allowed
• add function estAPIKey for setting EventStudy API key
• ResultParser now parses CAR values

Bugfixes

• fix EventStudy Addin
  • tradding days options
  • statistics options
  • result object is now returned to console

Version 0.32

• redesign vignettes

Bugfixes

• file parser bugfix
• aarPlot bugfix CI interval
• spelling fixes

Version 0.31

• add vignette
  • Event Study RStudio Addin
  • Howto: Dieselgate as an Example
• Check data files in prior of file upload

Bugfixes

• ResultParser was not correctly called in EventStudyAPI
• ResultParser was not able to download files from url
• getTaskStatus did not work properly in EventStudyAPI
• fix av and avyc parsing

Version 0.30

• add examples
• minor bugfixing

Version 0.20

• refactoring class hierarchy
• adding RStudio addins for performing a Return Event Study
• Vignettes
  • Introduction
  • Parameters
• add abnormal volume Event Study R6 class
• add abnormal volatility Event Study R6 class

Version 0.11

• automatic ARC parameter setup
• ggplot and highchart graphics:
  • abnormal returns
  • averaged abnormal returns
  • pointwise cumulative abnormal returns

Version 0.10

Initial version of Event Study Tools API

• perform an Event Study from R through the eventstudytools.com API
• abnormal return and averaged abnormal return result parser and highchart plots

EventStudy documentation built on March 31, 2023, 5:43 p.m.