KGMarketReturns

<p>This data set contains S&amp;P 500 Index returns (in per cent)
  between January 9, 2007 and February 28, 2007. These are used to
  estimate abnormal returns for stock price returns of 670 individual
  firms in service and technology sector.</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

KGMarketReturns function

Market indice returns data — KGMarketReturns

Market indice returns data

KGMarketReturns: Market indice returns data

Description

Usage

Arguments

References