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Examples for Users
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- Runs under SAS for Windows,
SAS for Unix, or SAS for OpenVMS. (Eventus versions for each
operating system family sold separately. Windows 98,Me,NT,2000
and XP are all considered
part of the same operating system family, generically referred to as Windows.
Unix refers to Solaris, Tru64, or AIX; Linux pending.)
- Also available via WRDS
(separate subscription required.)
- No complex programming required.
- Three to five lines of Eventus statements run a complete event study.
- Reads directly from an installed CRSP stock
database no need for the user to extract data first. (Eventus also can
use non-CRSP data, but pre-extraction is required to do so. A separate application,
automate Datastream downloads for use with Eventus is now available.)
- Data input to event study output all in one run
(with CRSP or user-assembled non-CRSP data).
- Customizable using statement keywords or optional additional statements.
- Can be combined with SAS procedures and programming if desired.
- Extracting raw time-series data from the CRSP
stock database is as easy and flexible as
running an event study.
- A complete, indexed user's guide is included. The guide
describes options, provides examples and formulas and contains many citations to the event
study literature. (Click here to view the User's Guide