Price reaction around an event
get_price_reactionRetrieve daily closes, returns, and volume around an event date, plus excess return versus BIST 100, to analyze price reactions using KAP disclosures or a specific ticker and date.
Instructions
Daily closes, returns and volume around an event date, plus excess return versus BIST 100. Pure arithmetic on price data; whether the move was 'caused' by the event is not asserted.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | BIST ticker; required unless disclosure_id is given | |
| days_after | No | ||
| event_date | No | YYYY-MM-DD; required unless disclosure_id is given | |
| days_before | No | ||
| disclosure_id | No | Use a KAP disclosure as the event: ticker and time are read from it (after-close publications map to the next session) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||