suv: Standardised unexpected volume
In Brent-Morrison/romerb: A personal R package
suv R Documentation
Standardised unexpected volume
Description
Implementation as per:
Garfinkel, Jon A. and Sokobin, Jonathan, Volume, Opinion Divergence and Returns: A Study of Post-Earnings Announcement Drift (November 2003). AFA 2004 San Diego Meetings, Available at SSRN: https://ssrn.com/abstract=280913 or http://dx.doi.org/10.2139/ssrn.280913
Usage
suv(df)
Arguments
df
A data frame containing columns 'date_stamp', 'pos', 'neg'.
Value
A tibble containing a date stamp and standardised unexpected volume.
Brent-Morrison/romerb documentation built on Jan. 28, 2024, 9:27 p.m.
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| suv | R Documentation |
Standardised unexpected volume
Description
Implementation as per: Garfinkel, Jon A. and Sokobin, Jonathan, Volume, Opinion Divergence and Returns: A Study of Post-Earnings Announcement Drift (November 2003). AFA 2004 San Diego Meetings, Available at SSRN: https://ssrn.com/abstract=280913 or http://dx.doi.org/10.2139/ssrn.280913
Usage
suv(df)
Arguments
df |
A data frame containing columns 'date_stamp', 'pos', 'neg'. |
Value
A tibble containing a date stamp and standardised unexpected volume.
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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