An overview of the modules included into the framework is given in the table below. The files should be placed in a Perl path with subdirectory 'Finance'. E.g. /perl/site/lib/Finance/xxx
| Description | Link |
| SingleDecisionEvent module | SingleDecisionEvent.pm |
| SingleTradingDay module | SingleTradingDay.pm |
| EventBackpack module | EventBackpack.pm |
| EventDayChain module | EventDayChain.pm |
| Functions module | Functions.pm |
| Zip file with all modules | AllModules.zip |
The following scripts can be run to analyse particular experiments. Can only be used after 'installing' the previously mentioned framework.
| Description | Link |
| Script to calculate averaged cumulative returns | calculate_normal_returns.pl |
| Script to calculate distributional positions on event day | calculate_distributional_position.pl |
| Script to calculate abnormal returns (event study) | calculate_abnormal_returns.pl |
| Script to test different abnormal returns calculation models | training_window_regressions.pl |
| Script to simulate long trading strategies | trading_simulator_long.pl |
| Script to simulate short trading strategies | trading_simulator_short.pl |
| Zip file with all scripts, modules, Excel sheets etc. | thesis_JDS_big.zip |
You are to free to use any of the aforementioned scripts on the condition you cite Joachim De Schrijver as the original author.