Event Study Analysis


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Documentation for package ‘EventStudy’ version 0.37

Help Pages

aarPlot Averaged Abnormal Return Plot
ARCApplicationInput Abnormal Return Calculation Parameters
arPlot Abnormal Return Plot
AVCApplicationInput Abnormal Volume Calculation Parameters
AVyCApplicationInput Abnormal Volatility Calculation Parameters
checkFile Check input data files
checkFiles Check EventStudy input files
estAPIKey Set eventStudy API Key
EventStudy EventStudy
EventStudyAddin RStudio Addin for performing an Event Study
EventStudyAPI API for <URL: https://www.eventstudytools.com>
EventStudyApplicationInput Abnormal Return Calculation (ARC) API Wrapper
getSP500ExampleFiles This function copies the three csv files to the actual working directory. This example data is used as motivation for using Event Studies for Additions / Deletions to market indices.
ResultParser Parses request and results files returned from our Event Study API interface.