Package: EventStudy
Type: Package
Title: Event Study Analysis
Version: 0.66.0
Date: 2026-10-05
Authors@R: 
    c(person(given = "Simon",
           family = "Mueller",
           role = c("cre", "aut"),
           email = "sm@data-zoo.de"))
Maintainer: Simon Mueller <sm@data-zoo.de>
Description: Financial event study analysis. Implements the classical event
    study methodology of MacKinlay (1997) <https://www.jstor.org/stable/2729691>
    with multiple return models: market model, market adjusted, comparison
    period mean adjusted, Fama and French three-factor (1993)
    <doi:10.1016/0304-405X(93)90023-5> and five-factor (2015)
    <doi:10.1016/j.jfineco.2014.10.010>, Carhart (1997) four-factor
    <doi:10.1111/j.1540-6261.1997.tb03808.x>, generalized autoregressive
    conditional heteroskedasticity (GARCH; Bollerslev, 1986)
    <doi:10.1016/0304-4076(86)90063-1>, rolling window, and dynamic conditional
    correlation GARCH (DCC-GARCH; Engle, 2002) <doi:10.1198/073500102288618487>.
    Provides parametric and non-parametric test statistics, including the
    standardized cross-sectional test of Boehmer, Musumeci and Poulsen (1991)
    <doi:10.1016/0304-405X(91)90032-F> and its cross-correlation adjustment by
    Kolari and Pynnonen (2010) <doi:10.1093/rfs/hhq072>; buy-and-hold abnormal
    returns (Barber and Lyon, 1997) <doi:10.1016/S0304-405X(96)00890-2>;
    volume and volatility event studies; cross-sectional regression; intraday
    event studies; panel difference-in-differences event studies with the
    estimators of Callaway and Sant'Anna (2021)
    <doi:10.1016/j.jeconom.2020.12.001>, de Chaisemartin and D'Haultfoeuille
    (2020) <doi:10.1257/aer.20181169>, and Borusyak, Jaravel and Spiess (2024)
    <doi:10.1093/restud/rdae007>; synthetic control methods (Abadie, Diamond
    and Hainmueller, 2010) <doi:10.1198/jasa.2009.ap08746>; wild bootstrap
    inference; multiple testing corrections; power analysis via simulation;
    data download helpers; automated reporting; and visualization tools.
    Results can be exported to comma-separated values (CSV), 'Excel', or
    'LaTeX'.
URL: https://github.com/sipemu/eventstudy,
        https://sipemu.github.io/eventstudy/
BugReports: https://github.com/sipemu/eventstudy/issues
License: AGPL-3
Depends: R (>= 4.1.0)
Imports: R6, distributional, methods, plotly, tibble, ggplot2, dplyr,
        purrr, tidyr, stringr, rlang, stats, tools, utils
Suggests: testthat (>= 3.0.0), withr, lifecycle, generics, gridExtra,
        knitr, rmarkdown, openxlsx, rugarch, sandwich, covr, rmgarch,
        quadprog, callr, did, DIDmultiplegt, didimputation, tidyquant,
        quantmod, zoo, httr2 (>= 1.0.0), jsonlite, tinytex, tinytable,
        ragg
Encoding: UTF-8
Config/testthat/edition: 3
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
LazyData: true
NeedsCompilation: no
Packaged: 2026-10-09 10:15:18 UTC; simonm
Author: Simon Mueller [cre, aut]
Repository: CRAN
Date/Publication: 2026-10-21 09:40:02 UTC
Built: R 4.6.1; ; 2026-10-21 11:30:17 UTC; unix
