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Examples for Users
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- Eventus accepts CRSP daily and monthly files (all CRSP stock file formats
including CRSPAccess97 and SFA formats).
- Accepts non-CRSP returns for any interval in a readable-text or SAS data set format.
- Allows combined parameter estimation and event intervals up to 9999 days (subject
to machine limitations.)
- Allows the user to designate up to 99 multi-day (or multi-month, etc.) windows for
abnormal return testing in addition to single-day testing. (Versions before 6.3 allowed up
to 20 windows.)
- Optionally computes abnormal buy-and-hold returns over designated windows.
- Optionally performs all analysis on 2-day, 3-day, ... n-day period returns using
the CRSP daily file.
- Optionally uses different intervals for parameter estimation and abnormal return
testing (requires separate return files for the two intervals, for example monthly for
estimation and daily for testing.)