Event Study Analysis

Perform Event Studies from through our < http://EventStudyTools.com> Application Programming Interface, parse the results, visualize it, and / or use the results in further analysis.


News

Roadmap 0.40

  • Intraday Event Study
  • Fixing date issue: dates before 01.01.1970 are currently not working

0.34

Bugfixes

  • EventStudyAddin
    • setTestStatistics did not worked proberly
    • added all types of event studies
    • ResultPraser object is now returned to the console

Version 0.33

  • add Excel export functionality to ResultParser
  • add new file ckecks
    • check event window is in firm and market data
    • check estimation window is in firm and market data
    • dates before 01.01.1970 are actually not allowed
  • add function estAPIKey for setting EventStudy API key
  • ResultParser now parses CAR values

Bugfixes

  • fix EventStudy Addin
    • tradding days options
    • statistics options
    • object is now returned to console

Version 0.32

  • redesign vignettes

Bugfixes

  • file parser bugfix
  • aarPlot bugfix CI interval
  • spelling fixes

Version 0.31

  • add vignette
    • Event Study RStudio Addin
    • Howto: Dieselgate as an Example
  • Check data files in prior of file upload

Bugfixes

  • ResultParser was not correctly called in EventStudyAPI
  • ResultParser was not able to download files from url
  • getTaskStatus did not work properly in EventStudyAPI
  • fix av and avyc parsing

Version 0.30

  • add examples
  • minor bugfixing

Version 0.20

  • refactoring class hierarchy
  • adding RStudio addins for performing a Return Event Study
  • Vignettes
    • Introduction
    • Parameters
  • add abnormal volume Event Study R6 class
  • add abnormal volatility Event Study R6 class

Version 0.11

  • automatic ARC parameter setup
  • ggplot and highchart graphics:
    • abnormal returns
    • averaged abnormal returns
    • pointwise cumulative abnormal returns

Version 0.10

Initial version of Event Study Tools API

  • perform an Event Study from R through the eventstudytools.com API
  • abnormal return and averaged abnormal return result parser and highchart plots

Reference manual

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install.packages("EventStudy")

0.34 by Dr. Simon Mueller, 5 months ago


http://eventstudytools.com


Report a bug at https://github.com/EventStudyTools/api-wrapper.r/issues


Browse source code at https://github.com/cran/EventStudy


Authors: Dr. Simon Mueller


Documentation:   PDF Manual  


GPL (>= 2) license


Imports shiny, miniUI, rstudioapi, httr, curl, jsonlite, magrittr, data.table, testthat, dplyr, scales, tidyquant, RColorBrewer, stringr, purrr, readr, openxlsx

Depends on ggplot2

Suggests knitr, rmarkdown


See at CRAN