Experience with eventstudies?

General
1

Hi,

Does anyone have experience with eventStudies package in R?

es.mm<- eventstudy(firm.returns =hozamok ,
event.list = eventsDate,
event.window = 4,
type = "marketModel",
to.remap = "cumsum",
inference = TRUE,
inference.strategy = "bootstrap",
model.args=list(market.returns=INDEX))

I ran this command, which works perfectly fine, however I still don't know how to get cumulated abnormal returns for individual firms. This package retuns, only for all the firms in the modell together.

Thanks,

2

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