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0.40.0

  • Fix: file upload now works with curl >= 5. httr::upload_file() failed with "unsupported seekfunction"; the raw request body is posted through curl instead.
  • Fix: authentication() now returns FALSE on failure instead of reporting success.
  • Fix: default AVC / AVyC studies now use the correct application key (they were silently running an ARC analysis).
  • Fix: commitData() no longer emits a spurious "response is invalid" message.
  • Fix: getTaskStatus() guards against empty result sets; retryRequest() now re-checks the status inside its backoff loop and guards against request errors.
  • Fix: several parser/plotting bugs (confidence_interval(), CAResults$print(), get_car() without an analysis report).
  • Add the Fama-French 5-factor (ff5fm) and CAPM (capm) benchmark models.
  • Declare R6 and tibble in Imports; remove committed API keys from the vignette.
  • Docs: update deprecated links (archived-CRAN and moved eventstudytools.com URLs), remove the dead ShinyApp reference, and align example file names with the data written by getSP500ExampleFiles().

Notes

  • Fixing date issue: dates before 01.01.1970 are currently not working

0.39

  • Parsed outputs are now data classes
  • Re-align to CRAN
  • Adapt to changes of EventStudy API
  • More code documentation.

0.38

  • Remove strong package dependencies
  • Change licence to MIT

Bugfixes

  • CAAR result parsing
  • aarPlot & arPlot: more user-friendly error messages

0.36.900

Bugfixes

  • CAAR result parsing
  • aarPlot & arPlot: more user-friendly error messages

0.36

  • Result files

    • Downloaded files have meaningful names, e.g. ar_results.csv
    • Download will be performed quietly
    • Result folder will be created if it not exists

  • API key can be set as a global option

  • Minor updates in Parameters Vignette

0.35

  • Added some more message to output during the process

Bugfixes

  • result files loading is fixed

  • result file parser is fixed

  • fixed task checks

  • input file checker is fixed

  • examples

    • Github example was not working

0.34

Bugfixes

  • EventStudyAddin
    • setTestStatistics did not worked proberly
    • added all types of event studies
    • ResultPraser object is now returned to the console

Version 0.33

  • add Excel export functionality to ResultParser
  • add new file ckecks
    • check event window is in firm and market data
    • check estimation window is in firm and market data
    • dates before 01.01.1970 are actually not allowed
  • add function estAPIKey for setting EventStudy API key
  • ResultParser now parses CAR values

Bugfixes

  • fix EventStudy Addin
    • tradding days options
    • statistics options
    • result object is now returned to console

Version 0.32

  • redesign vignettes

Bugfixes

  • file parser bugfix
  • aarPlot bugfix CI interval
  • spelling fixes

Version 0.31

  • add vignette
    • Event Study RStudio Addin
    • Howto: Dieselgate as an Example
  • Check data files in prior of file upload

Bugfixes

  • ResultParser was not correctly called in EventStudyAPI
  • ResultParser was not able to download files from url
  • getTaskStatus did not work properly in EventStudyAPI
  • fix av and avyc parsing

Version 0.30

  • add examples
  • minor bugfixing

Version 0.20

  • refactoring class hierarchy
  • adding RStudio addins for performing a Return Event Study
  • Vignettes
    • Introduction
    • Parameters
  • add abnormal volume Event Study R6 class
  • add abnormal volatility Event Study R6 class

Version 0.11

  • automatic ARC parameter setup
  • ggplot and highchart graphics:
    • abnormal returns
    • averaged abnormal returns
    • pointwise cumulative abnormal returns

Version 0.10

Initial version of Event Study Tools API

  • perform an Event Study from R through the eventstudytools.com API
  • abnormal return and averaged abnormal return result parser and highchart plots