Products
Our Products
Everything you need to conduct rigorous event studies, from quick analyses to comprehensive research projects. More products coming soon.
Free
Google Sheets / Excel Template
Calculate abnormal returns directly in Google Sheets with automatic data fetching via GoogleFinance API. Perfect for quick analyses, teaching, and single-event studies.
$0
Free forever
- Market Model expected returns
- Mean Adjusted Model
- Market Adjusted Model
- Automatic price fetching via GoogleFinance
- T-statistics and significance testing
- Works with Excel (manual data entry)
- Step-by-step documentation
Open Source
R Package v0.40.0
Full-featured R package with 13 return models, 11 test statistics, panel DiD, intraday analysis, and publication-ready export.
$0
Open source (AGPL-3)
- 13 return models (Market, FF3, FF5, Carhart, GARCH, BHAR…)
- 11 test statistics (parametric & non-parametric)
- Panel event studies (TWFE, Sun & Abraham 2021)
- Intraday event studies with minute-level precision
- Cross-sectional regression with HC-robust SEs
- Export to CSV, Excel & LaTeX
- Model diagnostics & pre-trend testing
- Volume & volatility event studies
- Interactive plotly & ggplot2 visualizations
- Broom-compatible tidy() output
Coming Soon
Expanding Our Product Line
We’re developing new tools to make event study analysis even more accessible. Stay tuned for updates.
Premium Templates
Advanced templates with additional expected return models, bootstrapping methods, and industry benchmarks.
Python Package
Event study analysis for Python users, with pandas integration and Jupyter notebook support.
Web Application
Browser-based event study tool with no installation required. Upload data, analyze, and export results.
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Compare Our Products
Choose the right tool for your research needs.
| Feature | GSheet Template | R Package |
|---|---|---|
| Expected Return Models | ||
| Market Model | ✓ | ✓ |
| Mean Adjusted Model | ✓ | ✓ |
| Market Adjusted Model | ✓ | ✓ |
| Fama-French 3-Factor & 5-Factor | – | ✓ |
| Carhart 4-Factor Model | – | ✓ |
| GARCH(1,1) Model | – | ✓ |
| BHAR Model | – | ✓ |
| Volume & Volatility Models | – | ✓ |
| Custom Models (extensible) | – | ✓ |
| Statistical Tests | ||
| T-Test (AR & CAR) | ✓ | ✓ |
| Patell Z / BMP Test | – | ✓ |
| Non-Parametric Tests (Sign, Rank) | – | ✓ |
| Calendar-Time Portfolio Test | – | ✓ |
| Analysis Types | ||
| Single event | ✓ | ✓ |
| Multiple events | – | ✓ |
| Cross-sectional regression | – | ✓ |
| Panel event study (DiD) | – | ✓ |
| Intraday event studies | – | ✓ |
| Diagnostics | ||
| Model diagnostics | – | ✓ |
| Pre-trend testing | – | ✓ |
| Data & Export | ||
| GoogleFinance data fetching | ✓ | – |
| Manual data entry | ✓ | ✓ |
| Export to Excel | ✓ | ✓ |
| Export to LaTeX | – | ✓ |
| Interactive plotly charts | – | ✓ |
| Broom tidy() output | – | ✓ |
| Price | Free | Free |
Not Sure Which to Choose?
Start with the free Google Sheets template for quick analyses. Move to the R package when you need more advanced features.