# Event Study Analysis

## Documentation for package ‘eventstudies’ version 1.2.2

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

## Help Pages

eventstudies-package | eventstudies: R package for conducting event studies
AggregateReturns | Intra-day stock price returns data
constantMeanReturn | Extract residuals over constant mean returns
eesDates | Get event list for extreme event study analysis
eesInference | Extreme event study inference estimation
eesSummary | Summary statistics of extreme events
eventstudy | Perform event study analysis
excessReturn | Estimate excess returns over the market
get.clusters.formatted | Get formatted clusters to perform extreme event study analysis (ees)
IndexReturns | Market indice returns data
inference.bootstrap | Bootstrap inference for event study estimator
inference.classic | Classic T-inference for event study estimator
inference.wilcox | Wilcox inference for event study estimator
KGEarningsDates | Earnings announcement data for replication of a standard event study
KGMarketReturns | Market indice returns data
KGStockReturns | Stock price returns data
KGSurpriseCategory | Classification of stocks
lmAMM | Augmented market model (AMM) estimation
makeX | Prepare regressors for computation of Augmented Market Models
manyfirmssubperiod.lmAMM | Estimate exposure for many regressands over multiple periods
marketModel | Extract residuals from a market model
OtherReturns | Data set containing daily returns of Nifty index, USD INR, call momey rate, and S&P 500 index
phys2eventtime | Convert data from physical to event time
RateCuts | Dates of RBI key interest rate cuts
remap.cumprod | Cumulative geometric values
remap.cumsum | Cumulative values
remap.event.reindex | Re-index value within event window
SplitDates | Data set of events used to perform event study analysis
StockPriceReturns | Stock price returns data
subperiod.lmAMM | Estimate exposure for a single regressor over multiple periods
TerrorAttack | Dates of terrorist attack
TerrorIndiceReturns | Stock indice returns data