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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "EventStudy" in publications use:'
type: software
license: AGPL-3.0-only
title: 'EventStudy: Event Study Analysis'
version: 0.66.0
abstract: '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) <https://doi.org/10.1016/0304-405X(93)90023-5> and five-factor
  (2015) <https://doi.org/10.1016/j.jfineco.2014.10.010>, Carhart (1997) four-factor
  <https://doi.org/10.1111/j.1540-6261.1997.tb03808.x>, generalized autoregressive
  conditional heteroskedasticity (GARCH; Bollerslev, 1986) <https://doi.org/10.1016/0304-4076(86)90063-1>,
  rolling window, and dynamic conditional correlation GARCH (DCC-GARCH; Engle, 2002)
  <https://doi.org/10.1198/073500102288618487>. Provides parametric and non-parametric
  test statistics, including the standardized cross-sectional test of Boehmer, Musumeci
  and Poulsen (1991) <https://doi.org/10.1016/0304-405X(91)90032-F> and its cross-correlation
  adjustment by Kolari and Pynnonen (2010) <https://doi.org/10.1093/rfs/hhq072>; buy-and-hold
  abnormal returns (Barber and Lyon, 1997) <https://doi.org/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) <https://doi.org/10.1016/j.jeconom.2020.12.001>, de Chaisemartin
  and D''Haultfoeuille (2020) <https://doi.org/10.1257/aer.20181169>, and Borusyak,
  Jaravel and Spiess (2024) <https://doi.org/10.1093/restud/rdae007>; synthetic control
  methods (Abadie, Diamond and Hainmueller, 2010) <https://doi.org/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''.'
authors:
- family-names: Mueller
  given-names: Simon
  email: sm@data-zoo.de
preferred-citation:
  type: manual
  title: 'EventStudy: Event Study Analysis in R'
  authors:
  - family-names: Mueller
    given-names: Simon
    email: sm@data-zoo.de
  year: '2026'
  notes: R package version 0.3.0
  url: https://github.com/sipemu/eventstudy
repository: https://cran.r-universe.dev
repository-code: https://github.com/sipemu/eventstudy
commit: d538aab6524648a7664b9dca99e9e2876b56604c
url: https://sipemu.github.io/eventstudy/
date-released: '2026-10-05'
contact:
- family-names: Mueller
  given-names: Simon
  email: sm@data-zoo.de