Man pages for eventstudies
Event Study Analysis
| AggregateReturns | Intra-day stock price returns data |
| constantMeanReturn | Extract residuals over constant mean returns |
| eesDates | Get event list for extreme event study analysis |
| eesInference | Extreme event study inference estimation |
| eesSummary | Summary statistics of extreme events |
| eventstudies-package | eventstudies: R package for conducting event studies |
| eventstudy | Perform event study analysis |
| excessReturn | Estimate excess returns over the market |
| get.clusters.formatted | Get formatted clusters to perform extreme event study... |
| IndexReturns | Market indice returns data |
| inference.bootstrap | Bootstrap inference for event study estimator |
| inference.classic | Classic T-inference for event study estimator |
| inference.wilcox | Wilcox inference for event study estimator |
| KGEarningsDates | Earnings announcement data for replication of a standard... |
| KGMarketReturns | Market indice returns data |
| KGStockReturns | Stock price returns data |
| KGSurpriseCategory | Classification of stocks |
| lmAMM | Augmented market model (AMM) estimation |
| makeX | Prepare regressors for computation of Augmented Market Models |
| manyfirmssubperiod.lmAMM | Estimate exposure for many regressands over multiple periods |
| marketModel | Extract residuals from a market model |
| OtherReturns | Data set containing daily returns of Nifty index, USD INR,... |
| phys2eventtime | Convert data from physical to event time |
| RateCuts | Dates of RBI key interest rate cuts |
| remap.cumprod | Cumulative geometric values |
| remap.cumsum | Cumulative values |
| remap.event.reindex | Re-index value within event window |
| SplitDates | Data set of events used to perform event study analysis |
| StockPriceReturns | Stock price returns data |
| subperiod.lmAMM | Estimate exposure for a single regressor over multiple... |
| TerrorAttack | Dates of terrorist attack |
| TerrorIndiceReturns | Stock indice returns data |
