| google_stock | R Documentation |
The google_stock data contains data on daily stock returns for Google and the S&P 500 for May through Augut 2015, centering around the August 10, 2015 announcement that Google would reorganize under parent company Alphabet.
google_stock
A data frame with 84 rows and 3 variables
The date
Daily GOOG Stock Return (1 = 100 percent daily return)
Daily S&P 500 Index Return (1 = 100 percent daily return)
This data was downloaded using the tidyquant package, and is used in the Event Studies chapter of The Effect.
Matt Dancho and Davis Vaughan (2021). tidyquant: Tidy Quantitative Financial Analysis. R package version 1.0.3. https://CRAN.R-project.org/package=tidyquant
Huntington-Klein. 2021. The Effect: An Introduction to Research Design and Causality. https://theeffectbook.net.