KGStockReturns

<p>This data set contains stock price returns (in per cent)
  of 670 individual firms between January 9, 2007 and February 28,
  2007 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

KGStockReturns function

Stock price returns data — KGStockReturns

Stock price returns data

KGStockReturns: Stock price returns data

Description

Usage

Arguments

References