eventstudies: Event Study Analysis

A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) <doi:10.2307/2525569>) and for methodological research on event studies. The package supports market model, augmented market model, and excess returns methods for data modelling along with Wilcox, classical t-test, and Bootstrap as inference procedures.

Package details

AuthorChirag Anand [aut, cre], Vikram Bahure [aut], Vimal Balasubramaniam [aut], Shekhar Harikumar [ctb], Sargam Jain [ctb], Ajay Shah [aut]
MaintainerChirag Anand <>
Package repositoryView on CRAN
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eventstudies documentation built on July 1, 2020, 10:26 p.m.