Data workshop: M&A / Event studies – Eikon/ Datastream, FactSet, Zephyr (NSM)
This workshop is intended for students Economics and Business Administration who perform an event study (e.g. M&A, IPO, venture capital) for their BA or MA thesis and (1) need additional financial variables, ratios etc. to complement the data gathered from the M&A module/ their set of deals, and/or (2) need help using the event study modules.
Participants are strongly advised to send information about their research topic, e.g. the desired dataset, variables and timeframe, to datasupport-NSM@ubn.ru.nl at least 24 hours before the workshop and – if applicable – bring the dataset you have to the workshop. For deals, include at least company names, event dates and identifiers (ISIN, CUSIP or SEDOL)
If you have other topics you would like to address or have further questions do not hesitate to communicate this beforehand!
Location & duration
The workshop will take place in EOS 01.570 (Eikon room).
Duration: ca. 60 minutes (can be extended to 90 minutes if necessary).
There is room for 4 attendants per workshop.
Related LibGuide: Library Guide Business Administration & Economics by Norma Fötsch
- Date:
- Wednesday, March 4, 2020
- Time:
- 2:00pm - 3:30pm
- Location:
- EOS 01.570 Elinor Ostrom Building (NSM)
- Campus:
- Nijmegen School of Management
- Faculty:
- Nijmegen School of Management
Contents workshop
When conducting an event study you will usually start working with an M&A, IPO, venture capital etc. module in Eikon / FactSet/ Zephyr to construct your set of deals and retrieve as many variables as possible. How to use such a module was addressed in the event studies support sessions (see handout & step-by-step guide https:libguides.ru.nl/BE/workshops)
Because these modules only supply ready-made, non-customizable variables, you usually need to gather additional data (financials, stock prices, ratios etc.). Eikon/ Datastream (Excel) contains most such variables, with superior historical coverage. To find them, you have to link your dataset to Eikon - this can be done with company identifiers (e.g. ISIN). You can do this with Orbis (not for stock prices) or FactSet as well.
This is the main focus of the workshop. In this workshop you can work with FactSet / Eikon / Zephyr on your own dataset. The data librarians of the NSM Library Team will be present to introduce the basics of this process and assist you further in your search.
The workshop covers at least the following elements:
- the basics of the Eikon and FactSet Excel add-ins;
- using company identifiers (ISIN, CUSIP, SEDOL) obtained in the module you used to locate and retrieve additional variables;
- building a request table to retrieve the data for specific event windows of your research.
Depending on the needs of the participants other aspects can be covered as well, like e.g.:
- assistance using the Eikon/ FactSet/ Zephyr event studies module;
- linking your dataset to Orbis to find additional variables.
