I am currently conducting a large-scale event study. I am using R and the EventStudy package. It turns out that I am only able to upload around 2000 stock prices otherwise I receive the error code:
Request Status Code: 500
Error: Argument 'txt' must be a JSON string, URL or file
Is there any way to use the package for a large amount of data e.g. 200k stock prices in the overall analysis?