{ "_id": "6ad8adc7c230b829876fcf3d", "Package": "EventStudy", "Type": "Package", "Title": "Event Study Analysis", "Version": "0.66.0", "Date": "2026-10-05", "Authors@R": "c(person(given = \"Simon\",\nfamily = \"Mueller\",\nrole = c(\"cre\", \"aut\"),\nemail = \"sm@data-zoo.de\"))", "Maintainer": "Simon Mueller ", "Description": "Financial event study analysis. Implements the classical\nevent study methodology of MacKinlay (1997)\n with multiple return\nmodels: market model, market adjusted, comparison period mean\nadjusted, Fama and French three-factor (1993)\n and five-factor (2015)\n, Carhart (1997) four-factor\n, generalized\nautoregressive conditional heteroskedasticity (GARCH;\nBollerslev, 1986) , rolling\nwindow, and dynamic conditional correlation GARCH (DCC-GARCH;\nEngle, 2002) . Provides\nparametric and non-parametric test statistics, including the\nstandardized cross-sectional test of Boehmer, Musumeci and\nPoulsen (1991) and its\ncross-correlation adjustment by Kolari and Pynnonen (2010)\n; buy-and-hold abnormal returns (Barber\nand Lyon, 1997) ; volume and\nvolatility event studies; cross-sectional regression; intraday\nevent studies; panel difference-in-differences event studies\nwith the estimators of Callaway and Sant'Anna (2021)\n, de Chaisemartin and\nD'Haultfoeuille (2020) , and\nBorusyak, Jaravel and Spiess (2024)\n; synthetic control methods\n(Abadie, Diamond and Hainmueller, 2010)\n; wild bootstrap inference;\nmultiple testing corrections; power analysis via simulation;\ndata download helpers; automated reporting; and visualization\ntools. Results can be exported to comma-separated values (CSV),\n'Excel', or 'LaTeX'.", "URL": "https://github.com/sipemu/eventstudy,\nhttps://sipemu.github.io/eventstudy/", "BugReports": "https://github.com/sipemu/eventstudy/issues", "License": "AGPL-3", "Encoding": "UTF-8", "Config/testthat/edition": "3", "VignetteBuilder": "knitr", "Config/roxygen2/version": "8.0.0", "LazyData": "true", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-21 12:12:48 UTC", "User": "root" }, "Author": "Simon Mueller [cre, aut]", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-10-21 10:19:03 UTC", "RemoteUrl": "https://github.com/cran/EventStudy", "RemoteRef": "HEAD", "RemoteSha": "d538aab6524648a7664b9dca99e9e2876b56604c", "_user": "cran", "_type": "src", "_file": "EventStudy_0.66.0.tar.gz", "_fileid": "https://r2.ropensci.org/d1f13949be752d0ee80e34d01c8a917c99e0bd0fff02ff55c4d921abaca96f8f", "_filesize": 1505505, "_sha256": 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