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arPlot

Abnormal Return Plot


Description

Plot abnormal returns in the event window of single or multiple firms.

Usage

arPlot(ResultParserObj, firm = NULL, window = NULL, xlab = "",
  ylab = "Abnormal Returns", alpha = 0.5, facetVar = NULL,
  ncol = 4, addAAR = F, xVar = "eventTime", yVar = "ar")

Arguments

ResultParserObj

An object of class ResultParser

firm

set this parameter if just a subset of firms should be plotted

window

filter event time window

xlab

x-axis label of the plot

ylab

y-axis label

alpha

alpha value

facetVar

should each firm get its own plot. You may plot each firm in an own plot or by each group. (Default: NULL, available: Group and Firm)

ncol

number of facet columns

addAAR

add aar line

xVar

x variable name

yVar

y variable name

Value

a ggplot2 object

Examples

## Not run: 
# plot abnormal returns in one plot
arPlot(resultParser)

# plot abnormal returns by group
arPlot(resultParser, facetVar = "Group")

## End(Not run)

EventStudy

Event Study Analysis

v0.36
GPL (>= 2)
Authors
Dr. Simon Mueller
Initial release
2019-03-05

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