Event Study Tools
Python/R-based, Event study, 2024
These tools are designed to solve the problem of calculating and testing for event study
Introduction
EventAnalysis is an R package designed for event study analysis, helping researchers and analysts to assess the impact of events on stock returns, financial indicators, and other metrics. This package is especially useful for financial market research, allowing users to flexibly set event windows and benchmarks. You can install the package directly from GitHub using library:
#Install from GitHub
install.packages("devtools")
devtools::install_github("LINGYUAN1201/EventAnalysis")
More information can be found in here
The event_study package allows users to perform event study analyses on financial data. It supports multiple models, including the Market Model, Market-Adjusted Model, and Fama-French Factor Models (3-Factor, 4-Factor, and 5-Factor models). Users can specify the event window, estimation window, and choose whether to generate visualizations. You can install the package directly from GitHub using pip:
pip install git+https://github.com/LINGYUAN1201/event_study.git
More information can be found in here
Contributing
Contributions are welcome! If you have suggestions or find bugs, please open an issue or submit a pull request.
License
These projects are licensed under the MIT License. See the LICENSE file for details.
Disclaimer
These projects are provided for educational and research purposes. The author is not responsible for any decisions made based on the results produced by this package.
Contact
Author: Ling Yuan
Email: LingYUAN1201@outlook.com