Long Run Event Study
Upload your own events to perform a long run event study. Or, run an event study based on Capital IQ Key Development Events. The WRDS Long Run Event Study uses the buy-and-hold abnormal return (BHAR) method to measure long-run abnormal stock returns after events
Over 150 different Capital IQ Key Development Events are available, including: audit changes, bankruptcy filing, board meetings, delayed SEC filings, delistings, dividend increases, executive changes, M&A calls, regulatory authority enforcement actions, and ticker changes.
Uploading your own events requires subscription to CRSP; selecting events from Capital IQ requires subscriptions to CRSP, CRSP CCM, and Capital IQ’s Key Development database.