Financial Research and Learning Lab

How to Access WRDS Daily Event Study

WRDS Daily Event Study can only be accessed through the WRDS platform. Please visit the WRDS page to learn how to create an account and use the service.

WRDS Daily Event Study



What is WRDS Daily Event Study?

• Instant visualization of the effect of events on stock returns – U.S. and Global
• Extract detailed, back-end data for analysis
• Retrieve the behind-the-scenes set of codes
• Access in-depth documentation on methodology used

• Charts on Mean Cumulative Returns with significance intervals, mean Cumulative Total Returns (CTRs), mean Cumulative Abnormal (CARs) and mean BHARs
• Daily Event Studies based on Capital IQ Key Development event
• International Event Studies, covering 48 countries

U.S. Event Study Using CRSP data
U.S. Event Study with Capital IQ Using CRSP data and S&P Capital IQ Key Developments.

For more information please visit the WRDS site.