Here are several tools that Arco van Oord and Dan Zhang have made to make life a little easier:
- The Thomson ONE Banker transposer creates an output that is easier to import into software packages like e.g. SPSS. Click here for the manual.
- The Datastream Request Table creator enables you to download more than 256 variables. This tool is useful when you use Excel 2003 yourself - that version of Excel has only 256 columns. Click here for the manual.
- The Datastream Event Study Matching Tool downloads data from Datastream and matches this data to a specific date per company. You can use this tool for example to download the share price on the announcement day of a merger - this day will vary by company. The manual is included in the file. Please note: this tool will not calculate returns. You need the Datastream Event Study Tool for that.
- The Datastream Event Study Tool enables you to do an event study with Datastream data (i.e. not limited to US companies: Eventus software uses data from CRSP and is thus limited to US companies). This tool works like the Datastream Event Study Matching Tool, but after matching Datastream data with event dates, (abnormal) returns are calculated for you. Click here to download the manual.
In all cases: first download and save the files before running the tools! Students and staff of the Erasmus University Rotterdam can use these tools, but please respects Arco's and Dan's property rights.