Eventus
Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
For pricing information please contact:
Arnie Cowan
Phone: 760-923-8748
Email: arnie@eventstudy.com
Products
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Description |
Data Product DetailsTitle:Eventus software Product Code/Schema:evts_all Data DictionaryData SpecificationsDate Range:1925-12-31 - 2024-12-31 Update Frequency:Unscheduled Total Size:15.8 MiB Data Last Updated:Feb. 11, 2025, 5:07 p.m. Usage:
Niche
Extensive
Content SummaryIdentifiers:No identifiers specified for this product. Regions:No associated region tags. Concepts:Research Tools, Event Study Often Paired With:
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Vendor Details
- Phone Number 760-923-8748
- Email Address arnie@eventstudy.com
- Vendor Website http://www.eventstudy.com/wp/