Man pages for irudnyts/estudy2
An Implementation of Parametric and Nonparametric Event Study

apply_market_modelApply a market model and return a list of 'returns' objects.
boehmerBoehmer's parametric test (1991).
brown_warner_1980Brown and Warner parametric test (1980).
brown_warner_1985Brown and Warner parametric test (1985).
car_brown_warner_1985Brown and Warner (1985) CAR test.
car_lambLamb's CAR test (1995).
car_nonparametric_testsReturns the result of given event study nonparametric CAR...
car_parametric_testsReturns the result of given event study parametric CAR tests.
car_rank_testCowan's CAR test.
corrado_sign_testCorrado's sign test (1992).
generalized_sign_testAn event study binomial sign test.
get_prices_from_tickersGet daily prices of securities.
get_rates_from_pricesCalculate rates of return for given prices.
lambLamb's parametric test (1995).
modified_rank_testAn event study modified rank test.
nonparametric_testsReturns the result of given event study nonparametric tests.
parametric_testsReturns the result of given event study parametric tests.
patellPatell's parametric test (1976).
pricesStock prices of seven companies from 2019-04-01 to 2020-04-01
prices_indxPrices of S&P 500 index from 2019-04-01 to 2020-04-01
rank_testAn event study rank test.
ratesRates of returns of seven companies from 2019-04-01 to...
rates_indxRates of returns of S&P 500 index from 2019-04-01 to...
returnsConstructor of an object of S3 class 'returns'.
run_appRun Shiny demo app
securities_returnsReturns of seven companies from 2019-04-01 to 2020-04-01
sign_testAn event study simple binomial sign test.
t_testAn event study t-test.
wilcoxon_testAn event study Wilcoxon signed rank test.
irudnyts/estudy2 documentation built on April 21, 2022, 10:50 p.m.