API

The package implements two classes Single and Multiple to compute event studies respectively on single events (with measures such as Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR)) and on aggregates of events (with measures such as Average Abnormal Returns (AAR) and Cumulative Abnormal Returns (CAAR)).

The second class (Multiple) relies on the first one (Single) as it basically performs a loop of single event studies and then aggregates them.

• Single Class
  • Run the event study
  • Import data
  • Retrieve results
• Multiple Class
  • Run the event study
  • Import data
  • Retrieve results
• Excel export
  • Prerequisite
  • Usage