SplitDates: Data set of events used to perform event study analysis
In eventstudies: Event Study Analysis
Description
This data set contains stock split event dates for the index
constituents of the Bombay Stock Exchange index (SENSEX). The data
format follows the required format in the function
phys2eventtime, with two columns 'outcome.unit' (firm name) and
'event.when' (stock split date).
Usage
1
Author(s)
Vikram Bahure
eventstudies documentation built on July 1, 2020, 10:26 p.m.
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Description
This data set contains stock split event dates for the index
constituents of the Bombay Stock Exchange index (SENSEX). The data
format follows the required format in the function
phys2eventtime, with two columns 'outcome.unit' (firm name) and
'event.when' (stock split date).
Usage
1 |
Author(s)
Vikram Bahure
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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