[R-SIG-Finance] Event studies in R ?

[Alpert, William]

Listers:

	I'm beginning an event study project without the benefit of SAS
and Eventus -- which most published researchers seem to have used.  Has
anyone used R or heard of someone who has used R for a pretty vanilla
event study ?

	My Google searches of working papers have turned up a couple
that mention using R, but I find nothing on the R lists, packages or
documentation.

	Just wanna make sure I haven't missed any readymades, before I
stumble ahead on my own.


Bill Alpert
Barron's
Dow Jones & Co (for the moment)

william.alpert at barrons.com
1.212.416.2742