Event-study analysis of US government contract awards and stock-market reaction for defense and aerospace contractors. Tests semi-strong market efficiency using contract data and sector-matched (ITA) Benchmarking. Includes documentation and correction from SPY to ITA.
python aerospace econometrics event-driven market-data quantitative-finance government-data financial-analysis contract-analysis usaspending market-intelligence market-analysis market-efficiency quantitative-research government-contracts defense-tech dod-contracts
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Updated
May 26, 2026 - Python