Calculate regressions and abnormal returns for large return datasets quickly
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Updated
Feb 16, 2024 - Julia
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abnormal-returns
Here are 3 public repositories matching this topic...
NLP-based textual similarity and sentiment analysis of ECB press conference speeches (1999–2024) using bigrams, Jaccard index, and tone measures, combined with event-study regressions and CAPM-based abnormal return estimation to evaluate communication impacts on financial markets
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Oct 3, 2025
Bootstrapped skewness-adjusted t-test
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Updated
Aug 11, 2016 - R
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