EVENTUS
Eventus is a software package that performs event studies using data read directly from CRSP stock databases. 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. Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short of as four lines.Eventus on CBS Research Grid
Eventus version 8 is currently installed on CBS Research Grid. Eventus is an add-on product to SAS and Eventus commands need to be included in a SAS program and executed as such.To view a sample Eventus program for event study, please view "Event Study.sas" under /apps/eventus.
- Eventus Users Guide - Read Eventus User's Guide
- Eventus Usage Examples - Example of Using Eventus
- Eventus FAQ - Frequently Asked Questions
Web-Assisted Eventus - Using WRDS
Users not familiar with SAS are advised to use WRDS, Wharton Research Data System, web-based tools to explore the functionalities of Eventus: http://wrds.wharton.upenn.edu/ds/eventus/index.shtml.
