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...odel in R so i can generate abnormal returns from these stocks. As market index I would like to use the GSPC. I also need to consider abnormal returns calculated over a sixty-trading-day window. Can this be done in R? Is it difficult to write this code? Any help would be much appreciated! thanks drsenne -- View this message in context: http://r.789695.n4.nabble.com/Generating-abnormal-returns-in-R-tp4462541p4462541.html Sent from the R help mailing list archive at Nabble.com.