Event Study Analysis
Overview
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.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 32includes a package overview page
- Examples that run
- 100%19 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 99%
- Return-value docs
- 95%
- Help pages citing references
- 31%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Vikram Bahure (1.0 to 1.1).
Pick two releases to compare their code metrics.
- RR 4.2.0 released · 2022-04-22
- archivedRemoved from CRAN2021-12-05check problems were not corrected in time
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-06-02
- 1.2.22020-06-02 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- archivedRemoved from CRAN2019-01-22the same problems
- unarchivedReturned to CRAN2019-01-21
- 1.2.12019-01-21 · diff ↗
- archivedRemoved from CRAN2018-05-09check problems were not corrected despite reminders
- RR 3.5.0 released · 2018-04-23
- 1.22017-06-29 · diff ↗ ·
removed 3 exports
inference.Ecar, ees, eesPlotadded 15 exports
eventstudy, inference.bootstrap, inference.wilcox, inference.classic, eesSummary, eesDates, eesInference, get.clusters.formatted, marketModel, excessReturn, constantMeanReturn, subperiod.lmAMM, manyfirmssubperiod.lmAMM, lmAMM, makeX - RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2013-04-02
- Total releases
- 5 / 13 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.1
- Bundled data
- 778 KB / 12 files
Cite
Cite this package
Run in R for the authors' entry:
citation("eventstudies")The package provides a citation file, so citation() returns the authors' own entry.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.