Eventus annual subscribers (about 40% of our Windows users, and all subscribers that have Eventus for WRDS access): we now offer you pre-built data sets for download.

Fama-French Factors

The pre-built data sets are in the compressed folder FF_Factors_for_Eventus_Thru_200805.zip; download to My Documents\Eventus\Datasets (a folder with this or a similar name is built by default when you install Eventus 8 and higher) and extract the zipped files, overwriting any existing copies. The data sets currently downloadable reflect the data available on Professor Ken French's web site as of July 5, 2008.

Eventus 8 for Windows Users: Go to the Windows Start Menu folder for Eventus and select Fama-French Factor Installer, or (if your organization has an annual subscription) download the pre-built data sets from the above link.

Eventus for WRDS Users: The factors are available through the SAS library name FF. Maintenance of the installed data set on WRDS is the responsibility of WRDS staff.

Eventus 8 for Linux or Unix Users: Download http://www.eventstudy.com/FFFdatasets/fff.cport (binary) and run the following SAS program from the directory containing the file:
libname evdata 'path to directory where you want the SAS data sets';
proc cimport file='fff.cport' library=evdata;
run;

U.S. Market Volume Indexes

Instructions (read first)

Updated versions coming soon!

Questions are welcome.