synthReturn
Synthetic Matching Method for Returns
Implements the revised Synthetic Matching Algorithm of Kreitmeir, Lane, and Raschky (2025) <doi:10.2139/ssrn.3751162>, building on the original approach of Acemoglu, Johnson, Kermani, Kwak, and Mitton (2016) <doi:10.1016/j.jfineco.2015.10.001>, to estimate the cumulative treatment effect of an event on treated firms’ stock returns.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | synthReturn_1.0.0.tar.gz |
308.5 KiB |
1.0.0 |
rolling linux/noble R-4.5 | synthReturn_1.0.0.tar.gz |
308.5 KiB |
1.0.0 |
rolling source/ R- | synthReturn_1.0.0.tar.gz |
282.1 KiB |
1.0.0 |
latest linux/jammy R-4.5 | synthReturn_1.0.0.tar.gz |
308.5 KiB |
1.0.0 |
latest linux/noble R-4.5 | synthReturn_1.0.0.tar.gz |
308.5 KiB |
1.0.0 |
latest source/ R- | synthReturn_1.0.0.tar.gz |
282.1 KiB |
1.0.0 |
2026-04-26 source/ R- | synthReturn_1.0.0.tar.gz |
282.1 KiB |
1.0.0 |
2026-04-23 source/ R- | synthReturn_1.0.0.tar.gz |
282.1 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | synthReturn_1.0.0.zip |
312.1 KiB |