EST Research Apps Overview

Events are at the heart of many phenomena that are of interest to scholars - from M&A to organizational behavior. Several research methods have been developed to empirically study events and event sequences. EventStudyTools helps you deploy these methods for your specific research question by providing a set of analytical research apps. You can use these apps right as-a-service from this website or deploy them through APIs or R-packages. The latter gives you the opportunity to make programmable use of the methods. Figure 1 illustrates our current set of analytical research apps.

Figure 1: Research Apps for Event-Centric Research

research apps


Please find a short description of the currently available research apps below. NCr and SA are currently in development.

basic abnormal return calculator The basic Abnormal Return Calculator (bARC) allows you to perform basic event studies without much options to set parameters. Instructions
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. Instructions
abnormal volume calculator The abnormal volume calculator (AVC) reveals whether or not the analyzed events led to additional, abnormal trading volumes. Instructions
abnormal volatility calculator The abnormal volatility calculator (AVyC) yields whether or not the analyzed events produced statistically abnormal volatility. Instructions
event date identifier The Event Date Identifier (EDI) is a regular expression-based tool that 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. Instructions
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 news streams. Instructions