Eventus
Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
User's guides and Literature (To access users' guide and other literature on the database, you will be re-directed to the WRDS or publishers' website. For WRDS website, you will be prompted to login using your WRDS account. Request a WRDS account.)
Eventus is located in /apps/eventus.
