IndexReturns

<p>This data set contains intra-day CNX NIFTY 50 index returns
  (in per cent) for days when RBI announced key interest rate
  cuts. These are used to estimate abnormal returns for stock price
  returns of 7 Indian banks with highest weight in BANK NIFTY Index.</p>

datasets

A platform for conducting event studies (Fama, Fisher,
Jensen, Roll (1969) <doi:10.2307/2525569>) and for
methodological research on event studies. The package
supports market model, augmented market model, and excess
returns methods for data modelling along with Wilcox,
classical t-test, and Bootstrap as inference procedures.

Chirag Anand

eventstudies

Event Study Analysis

Vikram Bahure

Vimal Balasubramaniam

Shekhar Harikumar

Sargam Jain

Ajay Shah

IndexReturns function

Market indice returns data — IndexReturns

Market indice returns data

IndexReturns: Market indice returns data

Description

Usage

Arguments