TerrorIndiceReturns

<p>This data set contains daily stock indice returns (in per cent) of
  33 global capital markets around September 11, 2009. The daily stock
  indice returns for 30 days pre and post the terrorist attack are used
  in the event studies analysis.</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

TerrorIndiceReturns function

Stock indice returns data — TerrorIndiceReturns

Stock indice returns data

TerrorIndiceReturns: Stock indice returns data

Description

Usage

Arguments

References