(2025) synthReturn: synthetic matching method for returns. doi:10.32614/CRAN.package.synthReturn [Software]
Record type:
Software
Abstract
Implements the revised Synthetic Matching Algorithm of Kreitmeir, Lane, and Raschky (2025), building on the original approach of Acemoglu, Johnson, Kermani, Kwak, and Mitton (2016), to estimate the cumulative treatment effect of an event on treated firms’ stock returns.
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More information
Published date: 8 September 2025
Additional Information:
If you use this software, please cite the package and paper as below:
Kreitmeir D, Düben C (2025). synthReturn. R Package Version 1.0.0, https://github.com/davidkreitmeir/synthReturn.
Kreitmeir D, Lane N, Raschky P (2025). “The Value of Names - Civil Society, Information, and Governing Multinationals.” Journal of the European Economic Association, Conditionally Accepted.
Corresponding BibTeX entries:
@Manual{,
title = {synthReturn},
author = {David Kreitmeir and Christian Düben},
year = {2025},
note = {R Package Version 1.0.0},
url = {https://github.com/davidkreitmeir/synthReturn},
}
@Article{,
title = {The Value of Names - Civil Society, Information, and
Governing Multinationals},
author = {David Kreitmeir and Nathan Lane and Paul Raschky},
year = {2025},
volume = {Conditionally Accepted},
journal = {Journal of the European Economic Association},
}
Keywords:
R package, CRAN, synthetic control, event study
Identifiers
Local EPrints ID: 507617
URI: http://eprints.soton.ac.uk/id/eprint/507617
PURE UUID: dea97b00-2c87-48e9-a485-c186502b8363
Catalogue record
Date deposited: 15 Dec 2025 17:53
Last modified: 16 Dec 2025 03:13
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Contributors
Author:
David Kreitmeir
Author:
Christian Düben
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