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Research Apps

Events are the building blocks of many phenomena. Therefore, several empirical methods have been developed to study events and event sequencesEventStudyTools assists in using these methods. Also, it advances the combined and exploratory use of the methods through enabling procedural interlinking of methods and automation. The overall ambition is to advance the nature of event analyses performed by factoring in computational capabilities. Figure 1 illustrates our current set of research apps.

Figure 1: Research Apps for Event-Centric Research

research apps

Please find a short description of our research apps below:

basic abnormal return calculator The basic Abnormal Return Calculator (bARC) allows you to perform basic event studies without much options to set parameters.
advanced abnormal return calculator The advanced Abnormal Return Calculator (aARC) is an analysis tool for conducting sophisticated event studies with multiple event types. It produces a comprehensive set of statistics at the different analysis levels event studies imply.
event date identifier The Event Date Identifier (EDI) is a regular expression-based tool which identifies dates within texts, such as press releases. Dates of events or decisions represent major inputs for event studies. The EDI was designed to identify such dates within large amounts of press releases.
computer-aided text analyzer The keyword-based computer-aided text analyzer (CATA) allows scanning for keywords in large amounts of texts. It was developed to support news analytics, the text analysis of corporate newsstreams.
abnormal volume calculator The abnormal volume calculator (AVC) reveals whether or not the analyzed events led to additional, abnormal trading volumes.
abnormal volatility calculator The abnormal volatility calculator (AVyC) yields whether or not the analyzed events produced statistically abnormal volatility.
  <coming soon>
The abnormal fx rate calculator (AfxC) will yield whether or not the analyzed events had a significant impact on currency exchange rates.

<coming soon>
The abnormal price calculator (ApC) will yield the impact of events on bond prices as specified in this study,

  <coming soon>
The sequence analyzer (SA) is an optimal matching algorithm that measures the distance between event sequences.
  Our News Crawler (NCr) allows to build research dataset from web data.


Except for NCr and SA, all research apps are publicly available without any charge. NCr remains exclusive to own curated research, whereas SA is in an early beta state - it will be released soon. Together, our research apps have enabled various projects. Of these, several projects led to award-winning articles. Please review these articles to better understand how our apps can help you to get published.