Eventus
Software
View User Guide
EventStream
Eventus 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.
