Eventus
Software


View User Guide

EventStream

Eventus Features

Eventus and
SAS


Who Uses
Eventus?

Order

Examples for Users

Upgrade
Information

FAQ

Support

Request a Quote

Fama-French Factors

Volume Indexes

Patches

View Documentation

Ordering
Information

Eventus® Usage Examples

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.

page divider graphic

Contents (Scroll down this page to find the example of interest)

  1. Non-CRSP data event study example (Eventus 8)
  2. Fama-French calendar-time portfolio regression detailed discussion (Eventus 8)
  3. Run Eventus for WRDS through PC SAS
  4. Make a SAS data set to use as an Eventus request file
  5. Long-horizon event study using buy-and-hold returns with a skewness-corrected test statistic (Eventus 8; needs request file from example #4)
  6. Long-horizon event study using calendar-time portfolio regression method (Eventus 7 and 8; needs request file from example #4)
  7. Old example: Eventus 7 non-CRSP data event study example
  8. Old Example: Eventus event study and cross-sectional regression example
  9. Old Example: Using Eventus Software to Replicate a Study by O'Hara and Shaw
  10. Old Example: Using Eventus to Extract Event-Aligned Volume Data from the CRSP Database
  11. Old Example: Converting EventStream request files from mnemonics to DSCD codes.

page divider graphic

Eventus 8 non-CRSP data event study example:
    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.

page divider graphic

Fama-French calendar-time portfolio regression detailed discussion
New!   Example #2 (PDF)
   Code, request file and data for Example #2 (zip file)

page divider graphic

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.

Example #3 (PDF)

page divider graphic

Make a SAS data set to use as a request 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.

page divider graphic

Eventus 8 buy-and-hold long-horizon event study example (run example #4 first)
   
Example #5

     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.

page divider graphic

Calendar-time portfolio long-horizon event study example (run example #4 first)
   
Example #6 (annotated Eventus program)

     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.

page divider graphic

Old example: Eventus 7 non-CRSP data event study example:
    Example #7

    Code and data file for Example #7

page divider graphic

Old Example: Eventus event study and cross-sectional regression example: Click here.

page divider graphic

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

page divider graphic

Old Example: Using Eventus to Extract Event-Aligned Volume Data from the CRSP Database: Click here

page divider graphic

Old Example: Converting EventStream request files from mnemonics to DSCD codes: Click here

Back Home Up

© 1999-2012 Cowan Research LC                             Site Search     Support     Sales     Home     Privacy    Legal