# An Implementation of Parametric and Nonparametric Event Study

## Documentation for package ‘estudy2’ version 0.9.3

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

## Help Pages

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 eight major European insurance companies from 2000-01-03 to 2002-01-01
prices_indx | Prices of of EURONEXT 100 index from 2000-01-03 to 2001-12-31
rank_test | An event study rank test.
rates | Rates of returns of eight major European insurance companies from 2000-01-04 to 2002-01-01
rates_indx | Rates of returns of EURONEXT 100 index from 2000-01-04 to 2001-12-31
returns | Constructor of an object of S3 class 'returns'.
securities_returns | Returns of eight major insurance companies from 2000-01-04 to 2001-12-29
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.