Code is associated with:

Beyond the Event Horizon: Peak Risk-Adjusted Performance in Post-Event Markets

Brandon Yee

Working Paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6041614

International Congress of Basic Sciences Research Excellence Award

S.T. Yau High School Science Award Finalist

Data Sources

The code is designed to work with:

• Earnings announcements from I/B/E/S database
• FDA approvals from public records
• Stock price data from CRSP Daily Stock File

Note: The repository does not include the raw data files due to licensing restrictions.

Citation

If you use this code in your research, please cite:

@article{yee2025beyond,
  author  = {Yee, Brandon},
  title   = {Beyond the Event Horizon: Post-Event Dynamics in Risk-Adjusted Returns},
  journal = {SSRN Electronic Journal},
  year    = {2025},
  url     = {https://dx.doi.org/10.2139/ssrn.6041614},
  doi     = {10.2139/ssrn.6041614},
  note    = {Working Paper}
}