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Free Event Study Tools: www.eventstudytools.com (new relevant Internet resource)

  • 1.  Free Event Study Tools: www.eventstudytools.com (new relevant Internet resource)

    Posted 07-10-2012 09:36
    Dear fellow researcher,

    If have you ever conducted an event study, you have probably realized how tedious such analyses can be using non-dedicated software packages (e.g., MS Excel and even Stata). For this reason, I decided to implement and offer a free of charge event study tool. Please check it out: www.eventstudytools.com.

    The 'Abnormal Return Calculator (market model)' hosted on this website enables to conduct large scale event-studies. The calculator will produce per event abnormal returns, corresponding t-values, and all parameters used/generated during the event study. You can easily validate the calculators' results with the parameters provided. Event and estimation windows can be defined and arranged freely (with few restrictions). Of course, data privacy is ensured, and no data will be stored.

    Please feel free to use this resource for your research and help spread the word by linking to this website.

    Even more importantly, I appreciate any feedback in order to further advance the website's content and the usability of the tools. Please email your comments or meet me at this year's AOM meeting (session #699).

    Thank you and best wishes,
    Markus


    ** My apologies for cross-postings **

    Dr. oec. Markus Schimmer
    Institute of Management - University of St.Gallen
    Fon: +41 71 224 39 16 // E-Fax: +49 322 2644 1606
    http://www.mschimmer.de