BHARTTest: Buy-and-Hold Abnormal Return T Test (BHARTTest)

In EventStudy: Event Study Analysis

Buy-and-Hold Abnormal Return T Test (BHARTTest)

Description

Tests whether the BHAR for a single event is significantly different from zero. The BHAR is the difference between compounded firm returns and compounded benchmark returns over the event window.

Super class

TestStatisticBase -> BHARTTest

Public fields

name

Short code of the test statistic.

Methods

Public methods

• BHARTTest$compute()

• BHARTTest$clone()

Inherited methods

• TestStatisticBase$initialize()

---

BHARTTest$compute()

Computes the BHAR t test for a single event.

Usage

BHARTTest$compute(data_tbl, model)

Arguments

data_tbl

The data for a single event with calculated abnormal returns.

model

The fitted model.

---

BHARTTest$clone()

The objects of this class are cloneable with this method.

Usage

BHARTTest$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

Other eventstudy-statistics: ARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_by_group(), car_quantiles(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()

EventStudy documentation built on Oct. 31, 2026, 1:07 a.m.