Man pages for skoestlmeier/crseEventStudy
A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

asrAbnormal standardized returns (ASR) in long-horizon event...
crseEventClustering robust t-statistics for abnormal returns in...
demo_returnsTotal returns for E.ON AG and RWE AG
demo_share_repurchasesAbnormal standardized returns for german stock repurchase...
sarStandardized abnormal returns (SAR) in long-horizon event...
skoestlmeier/crseEventStudy documentation built on Aug. 21, 2019, 3:26 p.m.