/eventstudy

Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Event Study package

Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.

Install

$ pip install eventstudy

Documentation

You can read the full documentation here.

Go through the Get started section to discover through simple examples how to use the eventstudy package to run your event study for a single event or a sample of events.

Read the API guide for more details on functions and their parameters.