pteacher
/ Event Study
Created
September 16, 2020 17:37
The performance of an Event Study (Python | AAR, CAR, t-test, betas, abnormal, stats)
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| import pandas_datareader as pdr | |
| import pandas as pd | |
| import numpy as np | |
| from sklearn import linear_model | |
| import scipy.stats as st | |
| # Collect Data | |
| data = pdr.DataReader(["TSLA","^GSPC"], 'yahoo','29-06-2010','01-01-2018') | |
| data = data.drop(['High','Low','Open','Volume','Adj Close'], axis=1) | |
| returns = data.pct_change(1) * 100 |