In an Event Study the researcher is looking at what happens to a the pricing and returns of a particular stock or group of stocks around a specific date. This date may be when a specific event occurred such as a change in CEO or when a new tax regulation or other regulation was announced or took effect. Eventus is recognized by most of the academic research community as the industry’s premier database for conducting event studies.. Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis. (Source WRDS)
Eventus is accessed through a Wharton Research Data Services (WRDS) account.
Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.
To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen
UNC-CH users with additional passwordhttps://wrds-www.wharton.upenn.edu/