All functions

apply_market_model()

Apply a market model and return a list of returns objects.

boehmer()

Boehmer's parametric test (1991).

brown_warner_1980()

Brown and Warner parametric test (1980).

brown_warner_1985()

Brown and Warner parametric test (1985).

car_brown_warner_1985()

Brown and Warner (1985) CAR test.

car_lamb()

Lamb's CAR test (1995).

car_nonparametric_tests()

Returns the result of given event study nonparametric CAR tests.

car_parametric_tests()

Returns the result of given event study parametric CAR tests.

car_rank_test()

Cowan's CAR test.

corrado_sign_test()

Corrado's sign test (1992).

generalized_sign_test()

An event study binomial sign test.

get_prices_from_tickers()

Get daily prices of securities.

get_rates_from_prices()

Calculate rates of return for given prices.

lamb()

Lamb's parametric test (1995).

modified_rank_test()

An event study modified rank test.

nonparametric_tests()

Returns the result of given event study nonparametric tests.

parametric_tests()

Returns the result of given event study parametric tests.

patell()

Patell's parametric test (1976).

prices

Stock prices of seven companies from 2019-04-01 to 2020-04-01

prices_indx

Prices of S&P 500 index from 2019-04-01 to 2020-04-01

rank_test()

An event study rank test.

rates

Rates of returns of seven companies from 2019-04-01 to 2020-04-01

rates_indx

Rates of returns of S&P 500 index from 2019-04-01 to 2020-04-01

returns()

Constructor of an object of S3 class returns.

run_app()

Run Shiny demo app

securities_returns

Returns of seven companies from 2019-04-01 to 2020-04-01

sign_test()

An event study simple binomial sign test.

t_test()

An event study t-test.

wilcoxon_test()

An event study Wilcoxon signed rank test.