SplitDates

<p>This data set contains stock split event dates for the index
  constituents of the Bombay Stock Exchange index (SENSEX). The data
  format follows the required format in the function
  <code>phys2eventtime</code>, with two columns 'outcome.unit' (firm name) and
  'event.when' (stock split date).</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

SplitDates function

Data set of events used to perform event study analysis — SplitDates

Data set of events used to perform event study analysis

SplitDates: Data set of events used to perform event study analysis

Description

Usage

Arguments