KGMarketReturns: Market indice returns data
In eventstudies: Event Study Analysis
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.
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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.
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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