Release Changelog
Our research apps, website, APIs, and R-package evolve incrementally. Every new release provides enhancements, fixes, or new features. This page provides an overview over the most recent updates.

With this release, we added the following test statistic to the abnormal return calculator (ARC):

  • Sign Z (incl. P-Values) at AAR-level

Further, p-values (see https://en.wikipedia.org/wiki/P-value) were added to the following set of test statistics of ARC:

  • Generalized Sign Z at AAR-level

  • Rank Z at AAR-level and CAAR-level

  • Generalized Rank T at AAR-level and CAAR-level

  • Generalized Rank Z at AAR-level and CAAR-level

  • Patell Z at CAAR-level

  • Csect T at CAAR-level

  • Adjusted Patel Z at CAAR-level

  • Adjusted StdSect Z at CAAR-level

  • Skewness Corrected T at CAAR-level


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With this release, we added the following test statistic to the abnormal return calculator (ARC):

  • Crude Dependence Adjustment Test at AAR-level

Further, p-values (see https://en.wikipedia.org/wiki/P-value) were added to the following set of test statistics of ARC:

  • t-tests at AR-level

  • t-test at CAR-level

  • Patell Z at AAR-level

  • Cross-Sectional Test at AAR-level

  • StdCSect T at AAR-level

  • Adjusted Patell Z at AAR-level

  • Adjusted StdCSect T at AAR-level

  • Skewness Corrected T at AAR-level

  • Crude Dependence Adjustment Test at AAR-level


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