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Implements the classical event    study methodology of MacKinlay (1997) <https://www.jstor.org/stable/2729691>    with multiple return models: market model, market adjusted, comparison    period mean adjusted, Fama and French three-factor (1993)    <doi:10.1016/0304-405X(93)90023-5> and five-factor (2015)    <doi:10.1016/j.jfineco.2014.10.010>, Carhart (1997) four-factor    <doi:10.1111/j.1540-6261.1997.tb03808.x>, generalized autoregressive    conditional heteroskedasticity (GARCH; Bollerslev, 1986)    <doi:10.1016/0304-4076(86)90063-1>, rolling window, and dynamic conditional    correlation GARCH (DCC-GARCH; Engle, 2002) <doi:10.1198/073500102288618487>.    Provides parametric and non-parametric test statistics, including the    standardized cross-sectional test of Boehmer, Musumeci and Poulsen (1991)    <doi:10.1016/0304-405X(91)90032-F> and its cross-correlation adjustment by    Kolari and Pynnonen (2010) <doi:10.1093/rfs/hhq072>; buy-and-hold abnormal    returns (Barber and Lyon, 1997) <doi:10.1016/S0304-405X(96)00890-2>;    volume and volatility event studies; cross-sectional regression; intraday    event studies; panel difference-in-differences event studies with the    estimators of Callaway and Sant'Anna (2021)    <doi:10.1016/j.jeconom.2020.12.001>, de Chaisemartin and D'Haultfoeuille    (2020) <doi:10.1257/aer.20181169>, and Borusyak, Jaravel and Spiess (2024)    <doi:10.1093/restud/rdae007>; synthetic control methods (Abadie, Diamond    and Hainmueller, 2010) <doi:10.1198/jasa.2009.ap08746>; wild bootstrap    inference; multiple testing corrections; power analysis via simulation;    data download helpers; automated reporting; and visualization tools.    Results can be exported to comma-separated values (CSV), 'Excel', or    'LaTeX'.","type":"string"},"datatype":"string"},"type":"statement","id":"Q60736$B3C0157D-F334-4A5A-ACD8-AD1E8C2E486A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b4a9f41029e2f03656db25d6ae1c352f03163cb","datavalue":{"value":{"entity-type":"item","numeric-id":5455561,"id":"Q5455561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$165F041B-3E69-4C75-8209-13A57864920A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6aab7461b1b63f4a55bcafd0f8b075c3325f3e8f","datavalue":{"value":{"entity-type":"item","numeric-id":7400317,"id":"Q7400317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$EF4E9A17-81AA-4B68-A9E5-291BD468BFBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"94c0314bca87a0d7ee5b4b0e862a9e4f473c4ec0","datavalue":{"value":{"entity-type":"item","numeric-id":7400318,"id":"Q7400318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$243A7ACA-70A2-4A39-82C6-64C7F8D0C1AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$AD68321D-782E-4E19-9D87-42B2389E3A28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"991562c6f70e5ef580ada3ef38f0ed674ea6fc49","datavalue":{"value":{"entity-type":"item","numeric-id":117426,"id":"Q117426"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$D1AB5EBD-DF8B-4B5F-B3B9-E08F72881DA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1b62d2dcd269c9d44771b5bf853eff092fe1cbc","datavalue":{"value":{"entity-type":"item","numeric-id":7400319,"id":"Q7400319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$A42BB421-6374-48BF-B79C-81F5BD20C96C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e0b75b88bcda04aaaed51cd80b919e70a15f3ae","datavalue":{"value":{"entity-type":"item","numeric-id":7400320,"id":"Q7400320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$E8A2D622-1FBA-4E8C-B040-74ED92CCEAFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"602efbc7e65992bf5a8fa116b37cfaf725873a07","datavalue":{"value":{"entity-type":"item","numeric-id":7400321,"id":"Q7400321"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$83AD03A6-ABF5-44E1-AB82-019671C6AB22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"328b7a0b2bca51b098699d317326ac4a7dd2bc6a","datavalue":{"value":{"entity-type":"item","numeric-id":101482,"id":"Q101482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$C509B3D3-45BF-4CAB-A420-F431C3A065A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80d81471f8274197c9abd20d61705590799a8f8e","datavalue":{"value":{"entity-type":"item","numeric-id":126351,"id":"Q126351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$F97F4E37-10FC-4ACD-B699-8A4C1BC351DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee58f89c6f42f767f23744185d214575c8abe617","datavalue":{"value":{"entity-type":"item","numeric-id":7008420,"id":"Q7008420"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$3E233341-F003-42C3-8410-3E61209442EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc485ba8f59cc1ac231bade99cdb2666b3088b03","datavalue":{"value":{"entity-type":"item","numeric-id":7372540,"id":"Q7372540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q60736$C503295C-266E-4215-8775-F06D2739527E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"EventStudy","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/EventStudy"}}}}}