Event Study Analysis

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Documentation for package ‘EventStudy’ version 0.39

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

AARResults	An R6 object that contains AAR results.
aar_results	An R6 object that contains AAR results.
ARCApplicationInput	Abnormal Return Calculation Parameters
ARResults	An R6 object that contains AAR results.
AVCApplicationInput	Abnormal Volume Calculation Parameters
AVyCApplicationInput	Abnormal Volatility Calculation Parameters
CAAR Results.	An R6 object that contains CAAR results.
CAAResults	An R6 object that contains CAAR results.
CAResults	An R6 object that contains AAR results.
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	APE Entry Point
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.