Eventus^® software is from Cowan Research LC. Eventus performs state-of-the-art event study estimation and testing using the CRSP stock files or other stock return data and provides fast event-oriented data retrieval from the CRSP stock files. Eventus software is available for Windows, Unix and OpenVMS, and also is available through WRDS (Wharton Research Data Services).

Eventus software is written in the macro language of The SAS System. This allows Eventus to build the statistical and data-handling power of SAS into event study methods.

EventStream is a SAS^® application that helps researchers use the Thomson Financial Datastream database. EventStream provides the user with a simple yet flexible and powerful way to download equity security returns data, and corresponding Datastream Global index returns, aligned in event time. For Eventus^® event study users, EventStream also builds the Eventus statements and input data sets. EventStream makes Eventus event studies with Datastream data amazingly easy.

EventStream helps to download the Datastream equity returns and market index returns needed for an event study from a DSWindows terminal. EventStream also builds Eventus-ready data sets and commands for the actual event study.

For details, please refer to: http://www.eventstudy.com

How Does One Access the Data?

Request for a WRDS account to access the data on the internet.