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apply_market_model()
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Apply a market model and return a list of returns objects. |
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boehmer()
|
Boehmer's parametric test (1991). |
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brown_warner_1980()
|
Brown and Warner parametric test (1980). |
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brown_warner_1985()
|
Brown and Warner parametric test (1985). |
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car_brown_warner_1985()
|
Brown and Warner (1985) CAR test. |
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car_lamb()
|
Lamb's CAR test (1995). |
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car_nonparametric_tests()
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Returns the result of given event study nonparametric CAR tests. |
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car_parametric_tests()
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Returns the result of given event study parametric CAR tests. |
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car_rank_test()
|
Cowan's CAR test. |
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corrado_sign_test()
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Corrado's sign test (1992). |
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generalized_sign_test()
|
An event study binomial sign test. |
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get_prices_from_tickers()
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Get daily prices of securities. |
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get_rates_from_prices()
|
Calculate rates of return for given prices. |
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lamb()
|
Lamb's parametric test (1995). |
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modified_rank_test()
|
An event study modified rank test. |
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nonparametric_tests()
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Returns the result of given event study nonparametric tests. |
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parametric_tests()
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Returns the result of given event study parametric tests. |
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patell()
|
Patell's parametric test (1976). |
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prices
|
Stock prices of seven companies from 2019-04-01 to 2020-04-01 |
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prices_indx
|
Prices of S&P 500 index from 2019-04-01 to 2020-04-01 |
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rank_test()
|
An event study rank test. |
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rates
|
Rates of returns of seven companies from 2019-04-01 to 2020-04-01 |
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rates_indx
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Rates of returns of S&P 500 index from 2019-04-01 to 2020-04-01 |
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returns()
|
Constructor of an object of S3 class returns. |
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run_app()
|
Run Shiny demo app |
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securities_returns
|
Returns of seven companies from 2019-04-01 to 2020-04-01 |
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sign_test()
|
An event study simple binomial sign test. |
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t_test()
|
An event study t-test. |
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wilcoxon_test()
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An event study Wilcoxon signed rank test. |