API for eventstudies
Event Study Analysis
| Global functions | |
|---|---|
| ARinnovations | Source code |
| AggregateReturns | Man page |
| IndexReturns | Man page |
| KGEarningsDates | Man page |
| KGMarketReturns | Man page |
| KGStockReturns | Man page |
| KGSurpriseCategory | Man page |
| OtherReturns | Man page |
| RateCuts | Man page |
| SplitDates | Man page |
| StockPriceReturns | Man page |
| TerrorAttack | Man page |
| TerrorIndiceReturns | Man page |
| constantMeanReturn | Man page Source code |
| deprintize | Source code |
| do.one.piece | Source code |
| eesDates | Man page Source code |
| eesInference | Man page Source code |
| eesSummary | Man page Source code |
| eventstudies-package | Man page |
| eventstudy | Man page Source code |
| exact.pattern.location | Source code |
| excessReturn | Man page Source code |
| extreme.events.distribution | Source code |
| firstValueBase | Source code |
| firstValueZero | Source code |
| gen.data | Source code |
| get.cluster.distribution | Source code |
| get.clusters.formatted | Man page Source code |
| get.event.count | Source code |
| identify.mixedclusters | Source code |
| inference.bootstrap | Man page Source code |
| inference.change.boot | Source code |
| inference.classic | Man page Source code |
| inference.wilcox | Man page Source code |
| lmAMM | Man page Source code |
| makeX | Man page Source code |
| manyfirmssubperiod.lmAMM | Man page Source code |
| marketModel | Man page Source code |
| numbers2words | Source code |
| phys2eventtime | Man page Source code |
| plot.amm | Source code |
| plot.ees | Source code |
| plot.es | Source code |
| plot.inference | Source code |
| plot.simple | Source code |
| prepare.returns | Source code |
| print.amm | Source code |
| print.es | Source code |
| quantile.extreme.values | Source code |
| remap.cumprod | Man page Source code |
| remap.cumsum | Man page Source code |
| remap.event.reindex | Man page Source code |
| runlength.dist | Source code |
| subperiod.lmAMM | Man page Source code |
| summarise.cluster | Source code |
| summarise.rle | Source code |
| summary.amm | Source code |
| summary.es | Source code |
| sumstat | Source code |
| timeshift | Source code |
| yearly.exevent.dist | Source code |
| yearly.exevent.summary | Source code |
