Web-Based Pipeline for Standardized Event Window Stock Return Analysis and Research-Ready Visualization

This submission introduces a reproducible web platform that operationalizes event study methodology for equity price impact analysis with minimal user effort. The system is designed for research and classroom settings where consistency, traceability, and rapid iteration are essential. Users provide daily trading data through file upload and specify an event date through the interface. The platform then executes a standardized analytical pipeline that validates and cleans the input, computes daily percentage returns, constructs a fixed event window, and summarizes price impact by contrasting mean returns in the five trading days preceding the event with the five trading days following the event. The platform additionally produces research-ready visualizations that support the interpretation of pre-event anticipation and post-event adjustment dynamics. By replacing manual spreadsheet workflows with a consistent computational procedure, the platform reduces operational error, improves comparability across analysts, and scales to multi-firm or multi-event studies without additional setup. The resulting artifact strengthens methodological transparency and enables efficient generation of evidence suitable for submission, presentation, and replication.