Event Study Metrics allows you to perform state-of-the art event study analyses (for stocks, bonds, and CDS) within minutes. No programming is needed.

You can select different estimation methods and test statistics to conduct your analyses: Event Study Metrics allows you to apply the cumulative abnormal return method, the buy-and-hold method, and the calendar time portfolios approach.

For each method, different return models and parametric as well as non-parametric test statistics are available. 

Besides academic licenses for single scholars, single university departments, and whole universities, Event Study Metrics offers a full-fledged student license for 49 Euro only.



  21 SEP 2013

Event Study Metrics v. 1.03 now available!
In addition to several bugfixes, version 1.03 improves event data import substantially. We've rewritten the import algorithm from scratch to allow for variation in the event date format. In the new version, you can specify single event dates as either M/DD/YY, MM/D/YYYY, MM/DD/YYYY etc. (the same applies to European data format). Event Study Metrics will automatically transform your data (or each observation) into a consistent format which is then saved to the workfile. All you need to do is set your date structure to either US or European format in the settings menu. Enjoy!

Version 1.03 is a free update for existing customers and can be downloaded via the in-app update mechanism.

  10 SEP 2013

Congratulations and welcome to our newest clients: Johannes Gutenberg-Universität Mainz and Wissenschaftliche Hochschule Lahr

  23 AUG 2013

Event Study Metrics on Facebook!
Follow us on Facebook for news and discussions around empirical research, event studies and our software.