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_parametric_testsReturns the result of given event study parametric CAR tests.
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 eight major European insurance companies from...
prices_indxPrices of of ESTX50 EUR P index from 2000-01-03 to 2001-12-31
rank_testAn event study rank test.
ratesRates of returns of eight major European insurance companies...
rates_indxRates of returns of ESTX50 EUR P index from 2000-01-04 to...
returnsConstructor of an object of S3 class 'returns'.
securities_returnsReturns of eight major insurance companies from 2000-01-04 to...
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 July 30, 2018, 9:09 p.m.