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 <[email protected]>
LicenseGPL-2
Version1.2.1
URL https://github.com/nipfpmf/eventstudies
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("eventstudies")

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eventstudies documentation built on Jan. 21, 2019, 5:04 p.m.