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
- events.csvCSV dataset | 6 KB
- events.xlsxExcel model or data workbook | 12 KB
- index.htmlSupporting file | 2 KB
- Practicum Final Project.pdfPDF report | 652 KB
- tickers.txtText file | 3 KB