Contents (Scroll down this page to find the example of interest)

1. Non-CRSP data event study example (Eventus )
2. Fama-French calendar-time portfolio regression detailed discussion (Eventus 9)
3. Run Eventus for WRDS through PC SAS
4. Make a SAS data set to use as an Eventus request file
5. Long-horizon event study using buy-and-hold returns with a skewness-corrected test statistic (Eventus 9 and 8; needs request file from example #4)
6. Long-horizon event study using calendar-time portfolio regression method (Eventus 7, 8 and 9; needs request file from example #4)
7. Companion-portfolio event study (Eventus for WRDS via PC SAS remote submit)
8. Old example: Eventus 7 non-CRSP data event study example
9. Old Example: Eventus event study and cross-sectional regression example
10. Old Example: Calendar-time portfolio regression (Eventus 7 and 8)

Eventus 8 and 9 non-CRSP data event study example:
    Article: Example #1 (PDF)
    Code and data file for Example #1 (to be used in conjunction with other code in the PDF document)

The code and data file for this example may open in SAS by default if you have SAS on your computer, but it is a plain text file that also can be opened in Notepad or other applications.

Fama-French calendar-time portfolio regression detailed discussion
Updated to cover new features in Eventus 9
   Article: Example #2 (PDF)
   Code, request file and data for Example #2 (zip file)

The above links may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.

Please see example #2 for a more detailed discussion of the calendar-time portfolio method in general. The files for this example may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.

Companion-portfolio event study example
    Sample code, request file, data sets and results (zip file): Example #7

This downloadable file set is designed for Eventus for WRDS subscribers who also have PC SAS and want to use the remote submit method of running Eventus on WRDS (also see Example #3). Eventus for Windows users can find the corresponding example in the samples that are installed with Eventus, typically in the folder My Documents\Eventus\Sample Programs and Data. Please download the above file and unzip it to any folder (empty folder recommended). The SAS/Eventus code file is annotated with instructions and explanations.