Eventus
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EventStream

Eventus Features

Eventus and
SAS


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Sample Identification Features

  • The user summarizes the sample by specifying either PERMNO or CUSIP (or alternative identifiers when used with non-CRSP data), and the event date, for each firm in a text file or SAS file, called the Eventus request file, with one line per firm. Other information can optionally be included in the request file for more detailed customization or indentification.
  • Can use installed CRSP stock databases directly or perform an event study on user-supplied non-CRSP data.
  • No need to sort the sample by PERMNO (or CUSIP) or obey field spacing requirements. (Specify sample information in a required order, or provide in a SAS data set.)
  • No limitation on multiple event dates for the same PERMNO or CUSIP.
  • Accepts any conventional calendar date format or CRSP day (or month) number.
  • Optionally converts a non-trading date to next (or previous) trading date.
  • Optionally accepts a user-defined supplemental identifying variable.
  • Allows the user to designate stocks with a common grouping variable to be combined into portfolios.

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