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 ESTX50 EUR P 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 ESTX50 EUR P 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. |