Datastream Event Study Tool
The Datastream Event Study enables you to do an event study with Datastream data. It calculates the mean adjusted returns and the market model adjusted returns.
The tool is based on the article ‘Event Studies in Economics and Finance’, from A. Craig MacKinlay, published in Journal of Economic Literature, Vol 35 (1997), pp. 13-39. Click http://www.jstor.org/stable/2729691 to download it (you need a VPN-connection to access it).
This tool only works on a computer with a Datastream connection. The tool can be downloaded here (you need to login with your ERNA-account to access it). The manual for this tool is available in a PDF.
