eventstudies: Event Study Analysis

A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) <doi:10.2307/2525569>) 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.

Version: 1.2.2
Depends: R (≥ 3.1), zoo, xts
Imports: boot, graphics, methods, testthat, sandwich, stats, utils
Suggests: knitr
Published: 2020-06-02
Author: Chirag Anand [aut, cre], Vikram Bahure [aut], Vimal Balasubramaniam [aut], Shekhar Harikumar [ctb], Sargam Jain [ctb], Ajay Shah [aut]
Maintainer: Chirag Anand <anand.chirag at gmail.com>
BugReports: https://github.com/nipfpmf/eventstudies/issues
License: GPL-2
URL: https://github.com/nipfpmf/eventstudies
NeedsCompilation: no
Citation: eventstudies citation info
Materials: README ChangeLog
CRAN checks: eventstudies results

Downloads:

Reference manual: eventstudies.pdf
Vignettes: Software testing of the \textbf{eventstudies} package in R
Introduction to the \textbf{eventstudies} package in R
Package source: eventstudies_1.2.2.tar.gz
Windows binaries: r-devel: eventstudies_1.2.2.zip, r-release: eventstudies_1.2.2.zip, r-oldrel: eventstudies_1.2.2.zip
macOS binaries: r-release (arm64): eventstudies_1.2.2.tgz, r-release (x86_64): eventstudies_1.2.2.tgz, r-oldrel: eventstudies_1.2.2.tgz
Old sources: eventstudies archive

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