axelperschmann/AbnormalReturns: Computation of abnormal returns with event study methodology

This package implements the event study methodology and abnormal returns in particular. The event study methodology is a common way to study the effects of certain events on stock prices. It thus calculates a so-called abnormal return that measures the impact without confounding influences. As part of this method, one first has to predict a normal return in the absence of the event under study. Afterwards, one calculates the difference between the actual return and the previously predicted normal return, i.e. the abnormal return.

Getting started

Package details

AuthorAxel Perschmann [aut, cre], Stefan Feuerriegel [aut], Nicolas Proellochs [aut]
MaintainerAxel Perschmann <>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
axelperschmann/AbnormalReturns documentation built on May 11, 2019, 4:12 p.m.