Event Study Analysis R package EventStudy version 0.66.0 Financial event study analysis. 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'. Software Depends: R (>= 4.1.0) Imports: R6, distributional, methods, plotly, tibble, ggplot2, dplyr, purrr, tidyr, stringr, rlang, stats, tools, utils Suggests: testthat (>= 3.0.0), withr, lifecycle, generics, gridExtra, knitr, rmarkdown, openxlsx, rugarch, sandwich, covr, rmgarch, quadprog, callr, did, DIDmultiplegt, didimputation, tidyquant, quantmod, zoo, httr2 (>= 1.0.0), jsonlite, tinytex, tinytable, ragg Simon Mueller <sm@data-zoo.de> Comprehensive R Archive Network (CRAN) Simon Mueller [cre, aut] AGPL-3 2026-10-21 application/tgz https://CRAN.R-project.org/package=EventStudy doi:10.32614/CRAN.package.EventStudy