Produce a table mapping announcements to trading dates

Produce a table of event dates for linking with CRSP.

Usage

get_event_dates(
  data,
  conn,
  permno = "permno",
  event_date = "event_date",
  win_start = 0,
  win_end = 0,
  end_event_date = NULL
)

Arguments

data

data frame containing data on events

conn

connection to a PostgreSQL or DuckDB database

permno

string representing column containing PERMNOs for events

event_date

string representing column containing dates for events

win_start

integer representing start of trading window (e.g., -1)

win_end

integer representing start of trading window (e.g., 1)

end_event_date

string representing column containing ending dates for events

Value

A tibble retaining the security and event-date columns from data, with start_date and end_date giving the mapped trading-window boundaries.

Examples

if (FALSE) { # \dontrun{
# Requires an authenticated PostgreSQL connection with access to CRSP data.
local({
  pg <- DBI::dbConnect(RPostgres::Postgres())
  on.exit(DBI::dbDisconnect(pg), add = TRUE)
  events <- data.frame(permno = c(14593L, 10107L),
                        event_date = as.Date(c("2019-01-31", "2019-01-31")))
  get_event_dates(events, pg, win_start = -1, win_end = 1)
})
} # }