Eventus

Event Study Features

Arnold R. Cowan, creator of Eventus software and President of Cowan Research, L.C., is the Ganoe Faculty Fellow in Finance at Iowa State University, Ames, Iowa, USA. Arnie received his doctorate in Finance from The University of Iowa in 1988 and is the author or co-author of articles in the Journal of Financial Economics, Financial Management, the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance, the Journal of Risk and Insurance and other scientific journals. Arnie is Second Vice-President of the Midwest Finance Association for 2001-2002 and will be program chair for the 2003 annual meeting. He lives in Ames with his family E-mail: arnie@eventstudy.com. Please see the Upgrades Page for information about new features in Eventus 7.0!

Ease of Use
Sample Identification
Return Intervals
Abnormal Return (Benchmark) Methods
Market Index (or Benchmark Return) Choices
Parametric Tests
Nonparametric Tests
Benchmark Parameter Estimation Period
Event Period
Additional Event Study Output

Professor Scott Whisenant has used EVENTUS for six years, so he can help.
scottwhisenant@uh.edu

Vist the EVENTUS website for details EVENTUS WEB SITE.