EventStudyTask: Initialization of an Event Study task.

In EventStudy: Event Study Analysis

Initialization of an Event Study task.

Description

Event Study Task

The Event Study task contains all necessary data for performing an event study. Furthermore, all calculations are saved in the internal dataframe named data_tbl.

Public fields

data_tbl

All calculations are saved in this dataframe. The dataframe is a nested object with each row is one event, identified by the event id, the group, and the firm symbol.

aar_caar_tbl

Placeholder for AAR and CAAR test statistics.

.keys

event identifier. Do not change.

.index

The time column name

.target

The price column name.

.request_file_columns

The necessary column names of the request dataframe. estimation_window_length here is an input count (number of trading days before the event window); it is distinct from the derived 0/1 estimation_window flag column that prepare_event_study() later adds to each event's nested data.

factor_tbl

Optional factor data for multi-factor models (Fama-French, Carhart). Must contain a date column.

Active bindings

symbols

Read-only field to get the firm symbols.

symbol_data

Read-only field to get the firm symbol data.

group_level_data

Read-only field to get the group data.

Methods

Public methods

• EventStudyTask$new()

• EventStudyTask$print()

• EventStudyTask$summary()

• EventStudyTask$get_ar()

• EventStudyTask$get_car()

• EventStudyTask$get_aar()

• EventStudyTask$get_model_stats()

• EventStudyTask$clone()

---

EventStudyTask$new()

Create a new EventStudyTask from stock data, reference market data, and an event request specification.

Usage

EventStudyTask$new(
  firm_stock_data_tbl,
  reference_tbl,
  request_tbl,
  factor_tbl = NULL
)

Arguments

firm_stock_data_tbl

Dataframe with firm stock data. This dataframe must contain the stock (col: symbol) the date (col: date) and the price (col: adjusted) column.

reference_tbl

Dataframe with firm reference data.

request_tbl

The request dataframe for each event.

factor_tbl

Optional dataframe with factor data (e.g., Fama-French factors). Must contain a date column plus factor columns.

---

EventStudyTask$print()

Print a summary of the EventStudyTask.

Usage

EventStudyTask$print(...)

---

EventStudyTask$summary()

Summarize the event study results.

Usage

EventStudyTask$summary()

Returns

A list with summary information about the event study results.

---

EventStudyTask$get_ar()

Extract abnormal returns for a single event.

Usage

EventStudyTask$get_ar(event_id = NULL)

Arguments

event_id

The event identifier.

Returns

A tibble with abnormal returns for the event window.

---

EventStudyTask$get_car()

Extract cumulative abnormal returns for a single event.

Usage

EventStudyTask$get_car(event_id = NULL)

Arguments

event_id

The event identifier.

Returns

A tibble with cumulative abnormal returns for the event window.

---

EventStudyTask$get_aar()

Extract average abnormal returns across events.

Usage

EventStudyTask$get_aar(group = NULL, stat_name = "CSectT")

Arguments

group

Optional group name to filter by.

stat_name

Name of the multi-event test statistic to extract. Defaults to "CSectT".

Returns

A tibble with AAR/CAAR results.

---

EventStudyTask$get_model_stats()

Extract model statistics for a single event.

Usage

EventStudyTask$get_model_stats(event_id = NULL)

Arguments

event_id

The event identifier.

Returns

A list with model statistics.

---

EventStudyTask$clone()

The objects of this class are cloneable with this method.

Usage

EventStudyTask$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

Other eventstudy-pipeline: ParameterSet, calculate_statistics(), fit_model(), prepare_event_study(), run_event_study()

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