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EventStream
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Eventus 8 for Windows installs several annotated sample programs in the My Eventus Files folder, typically (My) Documents\Eventus. Some examples on this page are from before Eventus 8 but still potentially useful, although in some cases there is now an easier way to do the same thing.
Additional examples appear in some of the FAQ answers, especially in the Tips, Tricks and Techniques section of the FAQ page.
Contents (Scroll down this page to find the example of interest)
- Non-CRSP data event study example (Eventus 8)
- Fama-French calendar-time portfolio regression detailed discussion (Eventus 8)
- Run Eventus for WRDS through PC SAS
- Make a SAS data set to use as an Eventus request file
- Long-horizon event study using buy-and-hold returns with a skewness-corrected test statistic (Eventus 8; needs request file from example #4)
- Long-horizon event study using calendar-time portfolio regression method (Eventus 7 and 8; needs request file from example #4)
- Companion-portfolio event study (Eventus for WRDS via PC SAS remote submit)
- Old example: Eventus 7 non-CRSP data event study example
- Old Example: Eventus event study and cross-sectional regression example
- Old Example: Using Eventus Software to Replicate a Study by O'Hara and Shaw
- Old Example: Using Eventus to Extract Event-Aligned Volume Data from the CRSP Database
- Old Example: Converting EventStream request files from mnemonics to DSCD codes.
Eventus 8 non-CRSP data event study example:
Article: Example #1
(PDF)
Code and data file for Example #1
The code and data file for this example may open in SAS by default if you have SAS on your computer, but it is a plain text file that also can be opened in Notepad or other applications.
Fama-French calendar-time portfolio regression detailed discussion
Article:
Example #2 (PDF)
Code,
request file and data for Example #2 (zip file)
Run Eventus for WRDS through PC SAS
This example requires subscriptions to WRDS and Eventus for WRDS, and requires that SAS for Windows (9.1 or 9.2 recommended) be installed on your PC.
Article: Example #3 (PDF)
Make
a SAS data set to use as a request file
Sample code file:
Example #4
The above link may open in SAS by default if you have SAS on your computer, but it is a plain text file that also can be opened in Notepad or other applications.
Eventus 8 buy-and-hold
long-horizon event study example (run example #4
first)
Example results
The above links may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.
Calendar-time
portfolio long-horizon event study example (run
example #4 first)
Sample
code file:
Example #6
Example
#6
results
Please see example #2 for a more detailed discussion of this method. The files for this example may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.
Companion-portfolio event study example
Sample
code, request file, data sets and results (zip file):
Example #7
This downloadable file set is designed for Eventus for WRDS
subscribers who also have PC SAS and want to use the remote submit method of
running Eventus on WRDS (also see Example #3). Eventus for Windows users can
find the corresponding example in the samples that are installed with Eventus,
typically in the folder My Documents\Eventus\Sample Programs and Data.
Please download the above file and unzip it to any folder
(empty folder recommended). The SAS/Eventus code file
is annotated with instructions and explanations.
Old example: Eventus 7 non-CRSP data event study example:
Article:
Example #8
Code and data file for Example #8
Old Example:
Eventus event study and cross-sectional regression
example:
Article: Click here.
Old Example: Using Eventus Software to Replicate a Study by O'Hara and Shaw, "Deposit Insurance and Wealth Effects: The Value of Being 'Too Big to Fail'" Click here
Old Example: Using Eventus to Extract Event-Aligned Volume Data from the CRSP Database: Click here
Old Example: Converting EventStream request files from mnemonics to DSCD codes: Click here
Return to the list of Eventus examples at the top of this page