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Event Study

The Event Studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyze the market reaction to firm specific and market-wide events using either returns or volume around the time when event occurred.

Content Type: Data, Charts

Subject: Financial Markets, Macroeconomics

Publisher: The Wharton School, University of Pennsylvania

Access:

Off-campus.

You need to obtain your WRDS account.

Use restricted to: IESE Students, Professors and Staff

Help:
- WRDS FAQs

This database can only be used by the members of the IESE Community for non-commercial, educational, scholarly or research purpose. Users are individually responsible for compliance with these terms.

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