KGSurpriseCategory

<p>This data set classifies the 670 firms analysed into 3
  categories: good, bad, and medium -- on the basis of unexpected
  deviation of realized earnings from the forecast following the
  earnings' announcements.</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

KGSurpriseCategory function

Classification of stocks — KGSurpriseCategory

Classification of stocks

KGSurpriseCategory: Classification of stocks

Description

Usage

Arguments

References