Stern Center for Research Computing

New York University • Leonard Stern School of Business

Eventus

Eventus is a program that 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.

Availability

Eventus software and accompanying utility programs are available on WRDS through Web query pages and on the WRDS unix server (wrds.wharton.upenn.edu).

Eventus commercial website
CRSP
WRDS Introduction (includes how to get an account)
WRDS website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)