KGEarningsDates

<p>This data set contains earnings announcement records of
  companies belonging to the services and technology sectors between
  January 9, 2007 and February 28, 2007.</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

KGEarningsDates function

Earnings announcement data for replication of a standard event study — KGEarningsDates

Earnings announcement data for replication of a standard event study

KGEarningsDates: Earnings announcement data for replication of a standard event study

Description

Usage

Arguments

References