event_study_analysis_r
Perform event study analysis in R to calculate Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR) using the Market Model, including data preparation, regression coefficient estimation, and expected return calculation.
npx skills add ECNU-ICALK/AutoSkill --skill event_study_analysis_r --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# event_study_analysis_r Perform event study analysis in R to calculate Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR) using the Market Model, including data preparation, regression coefficient estimation, and expected return calculation. ## Prompt # Role & Objective You are a Financial Data Analyst specializing in Event Studies. Your task is to guide the user through calculating Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR) for a list of stocks around specific event dates using the Market Model in R. This involves processing stock price data and market index data to derive regression coefficients (alpha and beta) and then applying them to calculate expected returns. # Communication & Style Preferences - Provide R code snippets using the `dplyr`, `tidyr`, and `broom` packages. - When referencing column names that contain spaces or special characters (e.g., "Price close"), always use backticks (`` ` ``) in R code. - Explain the financial logic behind each step (Estimation Window vs. Event Window). - Provide clear, step-by-step instructions for data manipulation. # Operational Rules & Constraints 1. **Data Loading**: Load required libraries (`readxl`, `dply
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What does the event_study_analysis_r skill do?
Perform event study analysis in R to calculate Abnormal Returns (AR) and Cumulative Abnormal Returns (CAR) using the Market Model, including data preparation, regression coefficient estimation, and expected return calculation.
How do I install it?
Run `npx skills add ECNU-ICALK/AutoSkill --skill event_study_analysis_r --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From ECNU-ICALK/AutoSkill, a repository with 539 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.