synthReturn1.0.0 package

Implements the revised Synthetic Matching Algorithm of Kreitmeir, Lane, and Raschky (2025) <doi:10.2139/ssrn.3751162>, building on the original approach of Acemoglu, Johnson, Kermani, Kwak, and Mitton (2016) <doi:10.1016/j.jfineco.2015.10.001>, to estimate the cumulative treatment effect of an event on treated firms’ stock returns.

Useful links

• https://github.com/davidkreitmeir/synthReturn/issues
• https://github.com/davidkreitmeir/synthReturn