EST Research Apps Overview

Events are at the center of various research phenomena - from M&A to organizational behavior. Several methods have been developed to study events and event sequences. EventStudyTools helps you deploy these methods through research apps. You can use these apps as-a-service on this website or deploy them via APIs or R-packages. The latter allows you to integrate our capabilities in your dedicated software. Figure 1 illustrates the landscape of research apps we believe is relevant for event-centric research.

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