prepare_event_study: Prepare data for an Event Study
In EventStudy: Event Study Analysis

View source: R/prepare_event_study.R

prepare_event_study

R Documentation

Prepare data for an Event Study

Description

Perform return calculation for each stock and the corresponding reference market defined in the task and the parameter set.

Usage

prepare_event_study(task, parameter_set)

Arguments

`task`	An Event Study task.
`parameter_set`	A parameter set that defines the Event Study.

Value

The task object with returns and windows appended.

See Also

run_event_study, fit_model, calculate_statistics

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

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

EventStudy index

Package overview Automated Event Study Reports Creating Custom Models Creating Custom Test Statistics Cross-Sectional Analysis of Event Study Results Diagnostics and Validation for Event Studies Downloading Stock and Factor Data Factor Models, GARCH, and Buy-and-Hold Abnormal Returns Gallery Getting Started with EventStudy Inference and Robustness: HAC, Bootstrap, and Multiple Testing Intraday Event Studies with EventStudy Modern Difference-in-Differences Estimators Monte Carlo Simulation and Power Analysis Panel Event Studies: A Guide Following Miller (2023) Result Extraction and Export Statistical Conventions and Formula Audit Synthetic Control Methods The Grounded AI Advisor: A Dieselgate Multi-Automaker Walkthrough Time-Varying Beta Models: Rolling Window and DCC-GARCH Volume and Volatility Event Studies

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