aifinlab event-study
事件研究与超额收益分析 Skill。
核心能力
- 事件窗口定义（事件前后 N 天）
- 正常收益估计（市场模型 / FF3 / FF5）
- 超额收益计算（AR / CAR / BHAR）
- 统计检验（t 检验 / 非参数检验）
- 多事件汇总分析
适用场景
- "分红公告对股价有什么影响"
- "定增预案发布后超额收益"
- "回购事件的 CAR 分析"
与其他 Skill 的区别
a-share-event：定性事件分析/公告解读event-study：定量事件研究法（学术级统计方法）
Event Study by aifinlab · 64c8fbc
npx skillmds@latest add aifinlab/event-study File contents
---name: event-studydescription: Event Study---# event-study事件研究与超额收益分析 Skill。## 核心能力- 事件窗口定义（事件前后 N 天）- 正常收益估计（市场模型 / FF3 / FF5）- 超额收益计算（AR / CAR / BHAR）- 统计检验（t 检验 / 非参数检验）- 多事件汇总分析## 适用场景- "分红公告对股价有什么影响"- "定增预案发布后超额收益"- "回购事件的 CAR 分析"## 与其他 Skill 的区别- `a-share-event`：定性事件分析/公告解读- `event-study`：定量事件研究法（学术级统计方法）
aifinlab/finclaw/tree/main/skills/event-study commit 64c8fbcd5b
Frequently asked questions
Run npx skillmds@latest add aifinlab/event-study in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.
Event Study It is listed under Coding & Dev Tools on SkillMD.
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aifinlab (@aifinlab) published this skill. Their other Agent Skills are listed on their SkillMD profile.