ttnagata

Informed trading estimation

Updated: 2017-05-03

Example for method A estimation

# Create of announcements dataframe
news_data <- data.frame(Company = c("OGXP", "OGXP", "OGXP",
                                    "PETR", "PETR","PETR"),
                        News.Date = as.Date(c("2012-06-28", "2013-10-31",