Prepare data for an Event Study

Perform return calculation for each stock and the corresponding reference market defined in the task and the parameter set.

Usage

prepare_event_study(task, parameter_set)

Arguments

task

An Event Study task.

parameter_set

A parameter set that defines the Event Study.

Value

The task object with returns and windows appended.

See also

run_event_study, fit_model, calculate_statistics

Other eventstudy-pipeline: EventStudyTask, ParameterSet, calculate_statistics(), fit_model(), run_event_study()