| Name | event-study-test JSON |
| Version |
0.0.18
JSON |
| download |
| home_page | |
| Summary | A package for conducting event studies |
| upload_time | 2023-08-17 02:32:05 |
| maintainer | |
| docs_url | None |
| author | |
| requires_python | >=3.7 |
| license | |
| keywords |
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| VCS |
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| bugtrack_url |
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| requirements |
No requirements were recorded.
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# Event Study
event-study is a package designed for economists and researchers to conduct an event study pertaining to stocks and bonds.
## Overview
Leveraging the Pandas functionality, this package allows one to design an event study and calculate relevent statistics regarding the study. Moreover, this package provides access to multiple different statistical tests, both parametric and nonparametric.
The event-study package supports the following expected return models as a default: Market, CAPM, and Fama-French 3-Factor. In addition, it provides the functionality for researcher to input any model they wish. See examples in the Quick Start section below.
To learn more about event studies, please see the excellent resource by the folks at [Eventstudytools](https://www.eventstudytools.com/introduction-event-study-methodology)
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