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