This is an offline event study application equipped with the processed CRSP and French library data. It can automatically perform event study by importing a list of PERMNO, event date, and window size
Matlab R2016b or above version.
-
Notifications
You must be signed in to change notification settings - Fork 0
gen-li/Event-Study-Robot
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Offline event study MATLAB application
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published