Event Study package

Event Study package is an open-source python project created to facilitate the computation of financial event study analyses.

Warning

This package is in alpha. The API will certainly be modified frequently before the release candidate. However, the logic and the structure of the package is mature enough to be published here.

If you have suggestions to improve and extend this package, contact me through GitHub.

Install

$ pip install eventstudy

Learn how to use

Go through the Get started section to discover through simple examples how to use the eventstudy package to run your event study for a single event or an aggregate of events.

Read the API for more details on functions and their parameters.

Play with the interactive interface