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Event Study Methodology
Return Event Study
Introduction to the Event Study Methodology
Theoretical Assumptions
Expected Return Models
Significance Tests
Application Blueprint
Other Event Study Types
Intraday Event Study
Long-Run Event Study
Volume Event Study
Volatiliy Event Study
Reverse Event Study
Resources
Data Sources for Event Studies
Excel Workbook Example
Matlab Code
SAS Code
Stata Code
Use Cases
Academic Research
Overview of Research Applications
Economy-Wide Events
Comparative Event Type Analyses
Mergers & Acquisitions
Alliances and Joint-Ventures
Divestitures
Earnings Announcements
Competitive Dynamics
Business & Legal Applications
Overview of Business Applications
Securities Litigation
Industry Clockspeed Monitoring
Investment Management
Investment Strategies
Tactical Asset Allocation Signals
Investment Weather and Clock
Research Apps
Advanced Event Study Calculators [ARC, AVC, AVyC]
Instructions
ARC User Interface
AVC User Interface
AVyC User Interface
Error Handling
Free Basic Abnormal Return Calculator [bARC]
Instructions
User Interface
Data Files Compiler
Instructions
User Interface
R + API
R Package & RStudio Addin
Instructions and Access
Example: S&P 500 Reconstitution
Example: Dieselgate
EST RStudio IDE AddIn
Get Your API Key
API Implementation
Implementation Guide (AXC)
Get Your API Key
APIs on RapidAPI
EventStudy-as-a-Service
ARC
AVC
AVyC
Date Identifier
News Analytics
Background and Methods
Introduction
Sequence Analysis
Research Apps
Instructions
Event Date Identifier [EDI]
Text Analyzer [CATA]
Filter CATA input CSVs
Other Resources
Case Study Guide
About Us
Mission, Updates, and FAQ
Mission Statement
Updates / Release Changelog
Help and FAQ Portal
How to Cite Our Apps
Citation Guide
Breadcrumb
Home
Research Apps
Data Files Compiler
User Interface
Download Sample Data
Request File
Email for Results Delivery
