View source: R/get_event_rets.R
get_event_rets | R Documentation |
Produce a table of event returns from CRSP.
See vignette("wrds-conn", package = "farr")
for more on using this function.
get_event_rets( data, conn, permno = "permno", event_date = "event_date", win_start = 0, win_end = 0, end_event_date = NULL )
data |
data frame containing data on events |
conn |
connection to a PostgreSQL database |
permno |
string representing column containing PERMNOs for events |
event_date |
string representing column containing dates for events |
win_start |
integer representing start of trading window (e.g., -1) |
win_end |
integer representing start of trading window (e.g., 1) |
end_event_date |
string representing column containing ending dates for events |
tbl_df
## Not run: ## Not run: library(DBI) library(dplyr, warn.conflicts = FALSE) pg <- dbConnect(RPostgres::Postgres()) events <- tibble(permno = c(14593L, 10107L), event_date = as.Date(c("2019-01-31", "2019-01-31"))) get_event_rets(events, pg, win_start = -3, win_end = +3) %>% select(permno, event_date, date, ret) ## End(Not run) ## End(Not run)
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