A Robust and Powerful Test of Abnormal Stock Returns in
Long-Horizon Event Studies
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Documentation for package ‘crseEventStudy’ version 1.2.2
Help Pages
| asr | Abnormal standardized returns (ASR) in long-horizon event studies |
| crseEvent | Clustering robust t-statistics for abnormal returns in long-horizon event studies |
| demo_returns | Total returns for E.ON AG and RWE AG |
| demo_share_repurchases | Abnormal standardized returns for german stock repurchase announcements |
| sar | Standardized abnormal returns (SAR) in long-horizon event studies |