AggregateReturns: Intra-day stock price returns data
In eventstudies: Event Study Analysis
Description
This data set contains intra-day stock price returns (in per cent) of
7 Indian banks with highest weight in the Bank NIFTY Index. The intra-day stock
returns for 35 minutes before and after the event are used to define
the event window.
Usage
1
Author(s)
Sargam Jain
eventstudies documentation built on July 1, 2020, 10:26 p.m.
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Description
This data set contains intra-day stock price returns (in per cent) of 7 Indian banks with highest weight in the Bank NIFTY Index. The intra-day stock returns for 35 minutes before and after the event are used to define the event window.
Usage
1 |
Author(s)
Sargam Jain
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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