Man pages for estudy2
An Implementation of Parametric and Nonparametric Event Study
| apply_market_model | Apply a market model and return a list of 'returns' objects. |
| boehmer | Boehmer's parametric test (1991). |
| brown_warner_1980 | Brown and Warner parametric test (1980). |
| brown_warner_1985 | Brown and Warner parametric test (1985). |
| car_brown_warner_1985 | Brown and Warner (1985) CAR test. |
| car_lamb | Lamb's CAR test (1995). |
| car_nonparametric_tests | Returns the result of given event study nonparametric CAR... |
| car_parametric_tests | Returns the result of given event study parametric CAR tests. |
| car_rank_test | Cowan's CAR test. |
| corrado_sign_test | Corrado's sign test (1992). |
| generalized_sign_test | An event study binomial sign test. |
| get_prices_from_tickers | Get daily prices of securities. |
| get_rates_from_prices | Calculate rates of return for given prices. |
| lamb | Lamb's parametric test (1995). |
| modified_rank_test | An event study modified rank test. |
| nonparametric_tests | Returns the result of given event study nonparametric tests. |
| parametric_tests | Returns the result of given event study parametric tests. |
| patell | Patell's parametric test (1976). |
| prices | Stock prices of seven companies from 2019-04-01 to 2020-04-01 |
| prices_indx | Prices of S&P 500 index from 2019-04-01 to 2020-04-01 |
| rank_test | An event study rank test. |
| rates | Rates of returns of seven companies from 2019-04-01 to... |
| rates_indx | Rates of returns of S&P 500 index from 2019-04-01 to... |
| returns | Constructor of an object of S3 class 'returns'. |
| run_app | Run Shiny demo app |
| securities_returns | Returns of seven companies from 2019-04-01 to 2020-04-01 |
| sign_test | An event study simple binomial sign test. |
| t_test | An event study t-test. |
| wilcoxon_test | An event study Wilcoxon signed rank test. |
