R: A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

# A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

## Documentation for package ‘crseEventStudy’ version 1.2.2

- DESCRIPTION file.

## Help Pages

asr | Abnormal standardized returns (ASR) in long-horizon event studies
crseEvent | Clustering robust t-statistics for abnormal returns in long-horizon event studies
demo_returns | Total returns for E.ON AG and RWE AG
demo_share_repurchases | Abnormal standardized returns for german stock repurchase announcements
sar | Standardized abnormal returns (SAR) in long-horizon event studies