[R-SIG-Finance] Event studies in R ?
Alpert, William
William.Alpert at barrons.com
Wed Jun 20 21:20:51 CEST 2007
Listers:
I'm beginning an event study project without the benefit of SAS
and Eventus -- which most published researchers seem to have used. Has
anyone used R or heard of someone who has used R for a pretty vanilla
event study ?
My Google searches of working papers have turned up a couple
that mention using R, but I find nothing on the R lists, packages or
documentation.
Just wanna make sure I haven't missed any readymades, before I
stumble ahead on my own.
Bill Alpert
Barron's
Dow Jones & Co (for the moment)
william.alpert at barrons.com
1.212.416.2742
More information about the R-SIG-Finance
mailing list