KGMarketReturns: Market indice returns data

Description Usage Author(s) References

Description

This data set contains S&P 500 Index returns (in per cent) between January 9, 2007 and February 28, 2007. These are used to estimate abnormal returns for stock price returns of 670 individual firms in service and technology sector.

Usage

1

Author(s)

Sargam Jain

References

Doron Kliger and Gregory Gurevich (2014). Event studies for financial research – A comprehensive guide.


eventstudies documentation built on July 1, 2020, 10:26 p.m.