NEWS.md

In skoestlmeier/crseEventStudy: A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

crseEventStudy 1.2.2

• Updated due to CRAN LENGTH_1 issues.

crseEventStudy 1.2.1

• Updated DOI due to CRAN hyperlinking issues.

crseEventStudy 1.2

• Added more test-cases (testthat) for further development.

crseEventStudy 1.1

• Minor bug-fixes in documentation and references.

crseEventStudy 1.0

New features

crseEvent implements the clustered robust standard error methodology for long-horizon event studies developed by Dutta et al. (2018, JempFin).

References

Anupam Dutta, Johan Knif, James W. Kolari, Seppo Pynnonen (2018): A robust and powerful test of abnormal stock returns in long-horizon event studies. Journal of Empirical Finance, 47, p. 1-24. doi: 10.1016/j.jempfin.2018.02.004.

skoestlmeier/crseEventStudy documentation built on March 31, 2022, 7:40 a.m.