AggregateReturns        Intra-day stock price returns data
IndexReturns            Market indice returns data
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
OtherReturns            Data set containing daily returns of Nifty
                        index, USD INR, call momey rate, and S&P 500
                        index
RateCuts                Dates of RBI key interest rate cuts
SplitDates              Data set of events used to perform event study
                        analysis
StockPriceReturns       Stock price returns data
TerrorAttack            Dates of terrorist attack
TerrorIndiceReturns     Stock indice 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
eventstudies-package    eventstudies: R package for conducting event
                        studies
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)
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
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
phys2eventtime          Convert data from physical to event time
remap.cumprod           Cumulative geometric values
remap.cumsum            Cumulative values
remap.event.reindex     Re-index value within event window
subperiod.lmAMM         Estimate exposure for a single regressor over
                        multiple periods
