ttnagata

## Informed_trading_estimation.md

      
        
          
            
              
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                ttnagata
                / Informed_trading_estimation.md
            
            
              Last active
              May 12, 2017 09:57
            
              
                Informed trading estimation
              
          
        
      
        
  
      
    Informed trading estimation

Updated: 2017-05-03
Example for method A estimation

# Create of announcements dataframe
news_data <- data.frame(Company = c("OGXP", "OGXP", "OGXP",
                                    "PETR", "PETR","PETR"),
                        News.Date = as.Date(c("2012-06-28", "2013-10-31",