Man pages for skoestlmeier/crseEventStudy
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
| asr | Abnormal standardized returns (ASR) in long-horizon event... |
| crseEvent | Clustering robust t-statistics for abnormal returns in... |
| demo_returns | Total returns for E.ON AG and RWE AG |
| demo_share_repurchases | Abnormal standardized returns for german stock repurchase... |
| sar | Standardized abnormal returns (SAR) in long-horizon event... |
