IntradayEventStudyTask: Intraday Event Study Task

In EventStudy: Event Study Analysis

Intraday Event Study Task

Description

Extension of EventStudyTask for intraday (high-frequency) event studies. Supports POSIXct timestamps and time-based windows specified in minutes or hours.

Differences from EventStudyTask

• Date column contains POSIXct timestamps instead of date strings

• Event windows specified as time offsets (e.g., "-30min", "+60min")

• Handles trading session boundaries

Super class

EventStudyTask -> IntradayEventStudyTask

Public fields

.index

The time column name (POSIXct).

.target

The price column name.

.request_file_columns

Required columns for intraday requests.

Methods

Public methods

• IntradayEventStudyTask$new()

• IntradayEventStudyTask$print()

• IntradayEventStudyTask$clone()

Inherited methods

• EventStudyTask$get_aar()
• EventStudyTask$get_ar()
• EventStudyTask$get_car()
• EventStudyTask$get_model_stats()
• EventStudyTask$summary()

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IntradayEventStudyTask$new()

Create a new IntradayEventStudyTask.

Usage

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

Arguments

firm_stock_data_tbl

Dataframe with firm intraday data. Must contain columns: symbol, timestamp (POSIXct), and price.

reference_tbl

Dataframe with reference market intraday data.

request_tbl

Request dataframe with event_timestamp (POSIXct), and window specifications in minutes.

factor_tbl

Optional factor data.

---

IntradayEventStudyTask$print()

Print summary.

Usage

IntradayEventStudyTask$print(...)

---

IntradayEventStudyTask$clone()

The objects of this class are cloneable with this method.

Usage

IntradayEventStudyTask$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

Other eventstudy-tasks: PanelEventStudyTask, SyntheticControlTask, estimate_panel_event_study(), estimate_synthetic_control(), nonparametric_intraday_test(), plot_panel_event_study(), plot_synthetic_control(), prepare_intraday_event_study(), sc_placebo_test()

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