U.S. Intraday Second-by-Second Event Study
Upload your own “events” file containing the security identifier (Ticker), event date, and time (00:00:00) to explore abnormal returns and volumes around the event time. Or, obtain news events from RavenPack News Analytics database to analyze intraday equity return reaction to over 150 different events, such as M&A, Rating Change, layoffs, and executive firings.
Uploading your own events requires subscriptions to TAQ; selecting events from RavenPack requires subscriptions to TAQ and RavenPack.