U.S. Daily Event Study

analytics us daily event large

Study the effect of events on U.S. stocks by uploading your own “events” file or using events from Capital IQ’s Key Development database. The database contains hundreds of firm-specific events (e.g. dividend announcement, M&A) and corresponding dates. Linking this powerful data bank with the event study engine allows you to explore reactions to firm-specific events in the U.S. equity market. An additional option for specifying the size of the time window before and after the uploaded event is also available.

Uploading your own events requires subscription to CRSP daily stock file; selecting events from Capital IQ requires subscriptions to CRSP daily stock file, CRSP CCM, and Capital IQ’s Key Development database.