ATR Event Study
- I investigated volatility expansion using Average True Range events.
- I compared event returns, market benchmarks and robustness checks.
- I documented the methodology and findings in analytical reports.
Historical analytical work. Original dates and case assumptions are preserved. See the readiness notes for inherited worksheet limitations.
Project files
- ATR_Event_Study_Report.docxWord document | 731 KB
- ATR_Event_Study_Report.pdfPDF report | 554 KB
- index.htmlSupporting file | 2 KB