Event Study Analysis

A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) ) and for methodological research on event studies. The package supports market model, augmented market model, and excess returns methods for data modelling along with Wilcox, classical t-test, and Bootstrap as inference procedures.


Build Status

An R package for conducting event studies and a platform for methodological research on event studies.

Installation

library(devtools)
install_github("nipfpmf/eventstudies")

Usage

library(eventstudies)
vignette("eventstudies", package = "eventstudies")
examples("eventstudy", package = "eventstudies")

Contributing

  1. Fork it!
  2. Create your feature branch: git checkout -b my-new-feature
  3. Commit your changes: git commit -am 'Add some feature'
  4. Push to the branch: git push origin my-new-feature
  5. Submit a pull request :D

History

This repository was moved from R-forge before the release of v1.2:

https://r-forge.r-project.org/projects/eventstudies

License

GPL-2

News

Reference manual

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install.packages("eventstudies")

1.2.2 by Chirag Anand, 5 months ago


https://github.com/nipfpmf/eventstudies


Report a bug at https://github.com/nipfpmf/eventstudies/issues


Browse source code at https://github.com/cran/eventstudies


Authors: Chirag Anand [aut, cre] , Vikram Bahure [aut] , Vimal Balasubramaniam [aut] , Shekhar Harikumar [ctb] , Sargam Jain [ctb] , Ajay Shah [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports boot, graphics, methods, testthat, sandwich, stats, utils

Depends on zoo, xts

Suggests knitr


See at CRAN