Daily and monthly databases include: Basic and Volume Event Study, Cross Sectional, Event Parameters Approach, and Eventus Alternative for 'Calendar-time Portfolios'.įama French Portfolios and Factors: The Fama-French portfolios contain asset pricing models from two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Track M&As, new capital issues, and announcements of macroeconomic variables such as trade deficits or unemployment levels.Įventus Software: Event study platform using data read directly from CRSP stock databases or from pre-extracted sources. Available data begins in 1970.Įvent Study by WRDS: Contains sources for creating instant visualizations of the effects of events.
Efficient Frontier by WRDS: Provides risk analysis information searchable by company.
