google_stock {causaldata}

Google Stock Data

Description

The google_stock data contains data on daily stock returns for Google and the S&P 500 for May through Augut 2015, centering around the August 10, 2015 announcement that Google would reorganize under parent company Alphabet.

Usage

google_stock

Format

A data frame with 84 rows and 3 variables

Date

The date

Google_Return

Daily GOOG Stock Return (1 = 100 percent daily return)

SP500_Return

Daily S&P 500 Index Return (1 = 100 percent daily return)

Details

This data was downloaded using the tidyquant package, and is used in the Event Studies chapter of The Effect.

Source

Matt Dancho and Davis Vaughan (2021). tidyquant: Tidy Quantitative Financial Analysis. R package version 1.0.3. https://CRAN.R-project.org/package=tidyquant

References

Huntington-Klein. 2021. The Effect: An Introduction to Research Design and Causality. https://theeffectbook.net.