Professional Event Study Analysis Made Simple
Measure market reactions to corporate events with confidence. Our tools help researchers calculate abnormal returns, run statistical tests, and produce publication-ready results.
70% faster analysis
15 return models included
Free to get started
Tools Built for Researchers
Everything you need to conduct rigorous event studies, from quick analyses to comprehensive research projects.
Google Sheets Template
Calculate abnormal returns directly in Google Sheets with automatic data fetching via GoogleFinance API. Perfect for quick analyses and teaching.
- Market Model, Mean Adjusted & Market Adjusted returns
- Automatic stock price fetching
- T-statistics and significance testing
- Export-ready results tables
- Works with Excel too
R Package v0.50.0
Full-featured R package with 15 return models, 12 test statistics, 6 panel DiD estimators, synthetic control, and publication-ready export.
- 15 return models (Market, FF3, FF5, GARCH, DCC-GARCH, BHAR…)
- 12 parametric & non-parametric tests
- 6 panel DiD estimators (TWFE, Sun & Abraham, Callaway-Sant’Anna…)
- Synthetic control with placebo inference
- Wild bootstrap & multiple testing corrections
Why Researchers Choose Us
Built by researchers, for researchers. We understand the challenges of rigorous event study analysis.
15 Return Models
From Market Model and Fama-French to GARCH, DCC-GARCH, and Rolling Window. Choose the right model for your research design.
Publication-Ready Results
Export to CSV, Excel, or LaTeX. Broom-compatible tidy output and interactive plotly visualizations.
12 Test Statistics
Parametric and non-parametric tests including Patell Z, BMP, Kolari-Pynnönen, Sign, Rank, and Calendar-Time Portfolio.
Panel, Synthetic Control & Intraday
6 DiD estimators including Callaway-Sant’Anna. Synthetic control with placebo tests. Intraday at minute-level precision.
Cross-Sectional Analysis
Regress CARs on firm characteristics with HC-robust standard errors, group comparisons, and quantiles.
Diagnostics & Validation
Shapiro-Wilk normality, Durbin-Watson, Ljung-Box autocorrelation, and pre-trend testing built in.
How It Works
Get from raw data to publication-ready results in three simple steps.
1
Define Your Event
Enter your event date, estimation window, and event window parameters. Choose from 15 expected return models.
2
Load Your Data
Input stock symbols or upload your own data. Works with daily prices or intraday timestamps.
3
Analyze & Export
Get abnormal returns, cumulative returns, 12 test statistics, and export results to CSV, Excel, or LaTeX.
Learn Event Study Methodology
Comprehensive guides covering everything from basic concepts to advanced statistical testing.
Getting Started
New to event studies? Start here with our introduction to the methodology and its applications.
Expected Return Models
15 models from Market Model and Fama-French to GARCH, DCC-GARCH, and Rolling Window.
Statistical Testing
12 parametric and non-parametric tests for abnormal returns and cumulative returns.
Panel & Synthetic Control
6 DiD estimators and synthetic control methods with placebo inference.
Intraday Analysis
High-frequency event studies with minute-level precision and non-parametric tests.
Diagnostics & Export
Model diagnostics, pre-trend testing, and export to CSV, Excel, or LaTeX.
Ready to Start Your Event Study?
Join hundreds of researchers using our tools for publication-quality event study analysis. Get started for free today.
From the Blog
Tutorials, best practices, and insights for event study researchers.
R Package v0.50.0 Released
15 return models, synthetic control, 6 DiD estimators, wild bootstrap, and power analysis.
A Beginner’s Guide to Event Studies
Everything you need to know to get started with event study methodology in your research.
Event Studies in Corporate Finance
How event studies are used to measure market reactions to corporate announcements and decisions.