NEWS.md

In irudnyts/estudy2: An Implementation of Parametric and Nonparametric Event Study

estudy2 0.10.0

• Update examples to COVID-19 related
• Equip the package with the demo Shiny app

estudy2 0.9.3

• Fix a bug in the vignette and examples

estudy2 0.9.2

• Fix a bug in the vignette and examples

estudy2 0.9.1

• Fix a bug in examples of returns()

estudy2 0.9.0

• Fix documentation for brown_warner_1985()
• Fix documentation for car_brown_warner1985()
• Update documentation on the returning object for each test
• Implement the CAR non-parametric rank test described in Corrado in the extension by Cowan (1992, p. 6)
• Change returning object from list to data.frame for all CAR parametric tests, add mean return over the CAR period
• Add validation and handling of NA to returns()

estudy2 0.8.5

• Replace function tseries::get.hist.quote() by quantmod::getSymbols()

• Remove ELE.PA ticker from all tickers vectors in examples, vignettes, and data

irudnyts/estudy2 documentation built on April 21, 2022, 10:50 p.m.