Introduction to Event Study by WRDS
Measure the impact on the value of a firm resulting from an event.
Benefits:
- Instant visualization of the effect of events on stock returns – U.S. and Global
- Extract detailed, back-end data for analysis
- Retrieve the behind-the-scenes set of codes
- Access in-depth documentation on methodology used
Key Features:
- Charts on Mean Cumulative Returns with significance intervals, mean Cumulative Total Returns (CTRs), mean Cumulative Abnormal (CARs) and mean BHARs
- Daily Event Studies based on Capital IQ Key Development event
- International Event Studies, covering 48 countries