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.
|Author||Axel Perschmann [aut, cre], Stefan Feuerriegel [aut], Nicolas Proellochs [aut]|
|Maintainer||Axel Perschmann <firstname.lastname@example.org>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.