tech_returns {event2car} | R Documentation |
Datset containing stock returns of 18 important US tech firms (See https://finance.yahoo.com/u/yahoo-finance/watchlists/tech-stocks-that-move-the-market/), the NASDAQ return. The dataset covers trading days between 2015-11-09 and 2017-11-08. This results in 503 trading days.
data("tech_returns", package="estudy2car")
An objects of class zoo
.
NASDAQ return from 2015-11-09 to 2017-11-08.
Microsoft's from 2015-11-09 to 2017-11-08.
Amazon's from 2015-11-09 to 2017-11-08.
Apple's from 2015-11-09 to 2017-11-08.
Google's from 2015-11-09 to 2017-11-08.
Facebook's from 2015-11-09 to 2017-11-08.
Alibaba's from 2015-11-09 to 2017-11-08.
Intel's from 2015-11-09 to 2017-11-08.
PayPal's from 2015-11-09 to 2017-11-08.
NVIDIA's from 2015-11-09 to 2017-11-08.
Tesla's from 2015-11-09 to 2017-11-08.
Activision Blizzard's from 2015-11-09 to 2017-11-08.
Advanced Micro's from 2015-11-09 to 2017-11-08.
Electronic Arts's from 2015-11-09 to 2017-11-08.
Match Group's from 2015-11-09 to 2017-11-08.
The Trade Desk's from 2015-11-09 to 2017-11-08.
Zillow Group's from 2015-11-09 to 2017-11-08.
Yelp's from 2015-11-09 to 2017-11-08.
TiVo's from 2015-11-09 to 2017-11-08.
...
data('tech_returns') trumpelection <- as.Date("2016-11-08") returns_firms=tech_returns[,2:19] return_indx = tech_returns[,1] # mean adjusted model event2car(returns=returns_firms,regressor=return_indx, event_dates=trumpelection,market_model="mean_adj") # market adjusted model (out-of sample estimation) event2car(returns=returns_firms,regressor=return_indx, event_dates=trumpelection,market_model="mrkt_adj") # market adjusted model (within sample estimation) event2car(returns=returns_firms,regressor=return_indx, event_dates=trumpelection,market_model="mrkt_adj_within")