Package: estudy2
Type: Package
Title: An Implementation of Parametric and Nonparametric Event Study
Version: 0.9.3
Date: 2021-08-15
Authors@R: 
    person("Iegor", "Rudnytskyi", , "iegor.rudnytskyi@gmail.com", c("aut", "cre"))
Description: An implementation of a most commonly used event study methodology,
    including both parametric and nonparametric tests. It contains variety
    aspects of the rate of return estimation (the core calculation is done in
    C++), as well as three classical for event study market models: mean
    adjusted returns, market adjusted returns and single-index market models.
    There are 6 parametric and 6 nonparametric tests provided, which examine
    cross-sectional daily abnormal return (see the documentation of the
    functions for more information). Parametric tests include tests proposed by 
    Brown and Warner (1980) <DOI:10.1016/0304-405X(80)90002-1>, Brown and Warner
    (1985) <DOI:10.1016/0304-405X(85)90042-X>, Boehmer et al. (1991)
    <DOI:10.1016/0304-405X(91)90032-F>, Patell (1976) <DOI:10.2307/2490543>, and
    Lamb (1995) <DOI:10.2307/253695>. Nonparametric tests covered in estudy2 are
    tests described in Corrado and Zivney (1992) <DOI:10.2307/2331331>,
    McConnell and Muscarella (1985) <DOI:10.1016/0304-405X(85)90006-6>,
    Boehmer et al. (1991) <DOI:10.1016/0304-405X(91)90032-F>, Cowan (1992)
    <DOI:10.1007/BF00939016>, Corrado (1989) <DOI:10.1016/0304-405X(89)90064-0>,
    Campbell and Wasley (1993) <DOI:10.1016/0304-405X(93)90025-7>, Savickas (2003)
    <DOI:10.1111/1475-6803.00052>, Kolari and Pynnonen (2010)
    <DOI:10.1093/rfs/hhq072>. Furthermore, tests for the cumulative
    abnormal returns proposed by Brown and Warner (1985)
    <DOI:10.1016/0304-405X(85)90042-X> and Lamb (1995) <DOI:10.2307/253695>
    are included.
License: GPL-3
LazyData: TRUE
URL: https://github.com/irudnyts/estudy2,
        https://irudnyts.github.io/estudy2/
BugReports: https://github.com/irudnyts/estudy2/issues
Depends: R (>= 3.6.0)
Imports: quantmod (>= 0.4.17), zoo (>= 1.8.7), matrixStats (>= 0.56.0),
        Rcpp (>= 1.0.4.6)
LinkingTo: Rcpp
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown, magrittr
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2021-08-16 14:57:54 UTC; irudnyts
Author: Iegor Rudnytskyi [aut, cre]
Maintainer: Iegor Rudnytskyi <iegor.rudnytskyi@gmail.com>
Repository: CRAN
Date/Publication: 2021-08-18 09:10:05 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2021-11-06 23:12:28 UTC; windows
Archs: i386, x64
