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MSCM 5P03 Empirical Finance I

Information and data sources for investment research

Research Methods Texts

Software Texts & Guides

Eventus

What is Eventus?

Eventus (R) is a software package used for conducting event studies using stock return data from CRSP, the TSX-CFMRC, Datastream, Compustat, or other data sources. Brock University has access to Eventus software via our subscription to the Wharton Research Data Service (WRDS). Additionally, Goodman School of Business faculty and graduate students may be able to access Eventus for Windows by contacting the GSB Technology (GSBTech) office.

  • Tutorials are available within WRDS to learn how to use Eventus. Click on the E-Learning tab within WRDS to access them.
  • User guides from Eventus are also available.