prepare_intraday_event_study: Prepare Intraday Event Study
In EventStudy: Event Study Analysis

View source: R/task_intraday.R

prepare_intraday_event_study

R Documentation

Prepare Intraday Event Study

Description

Compute returns and assign estimation/event windows for intraday data. Windows are specified in number of observations (bars) rather than days.

Usage

prepare_intraday_event_study(task, parameter_set)

Arguments

`task`	An IntradayEventStudyTask.
`parameter_set`	A ParameterSet.

Value

The task with returns and windows appended.

See Also

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

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

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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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