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Online data workshop: M&A / Event studies – Eikon/Datastream, Zephyr (NSM)

Online data workshop: M&A / Event studies – Eikon/Datastream, 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 help using the event study modules, and/or (2) need to download stock & index returns for their event study and calculate abnormal returns, and/of (3) need additional financial variables, ratios etc. to complement their dataset.  .

 

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. For deals, include at least company names, event dates and identifiers (ISIN, CUSIP and/or SEDOL)

If you have other topics you would like to address or have further questions do not hesitate to communicate this beforehand!

If you need to use Eikon, please let us know beforehand! You can install the software in the first part of the workshop. After the workshop you can make use of Eikon for a few hours if necessary.

 

Location & duration

The workshop will take place in a remote session. Participants receive a zoom invitation beforehand.

Duration: 2 hours.

There is room for 2 attendants per workshop.

Related LibGuide: Library Guide Business Administration & Economics by Norma Fötsch

Date:
Thursday, May 20, 2021 Show more dates
Time:
2:30pm - 4:30pm
Campus:
Nijmegen School of Management
Faculty:
  Nijmegen School of Management  
Categories:
  Other  
Registration has closed.

Contents workshop

When conducting an event study you will usually start working with an M&A, IPO, venture capital etc. module in Zephyr / Eikon to construct your set of deals and retrieve as many variables as possible - or you gather the events somehere else (e.g. news, earning calls). 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 and index returns, ratios etc.). Eikon/Datastream (Excel) contains most of 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 or Compustat (not for stock prices).

 

This is the main focus of the workshop. In this workshop you can work with Eikon / Zephyr / Compustat on your own dataset. A data librarian 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 elements like:

  • installation of the Eikon software (if necessary);
  • the basics of the Eikon add-ins;
  • working with the M&A etc. module of your choise or gathering the events somewhere else;
  • using company identifiers (ISIN, CUSIP, SEDOL) obtained in the module you used to locate and retrieve additional variables;
  • working with a template to retrieve the stock data for specific event and estimation windows of your research;
  • linking your dataset to Orbis or other databases to find additional financials;
  • calculating stock betas and (cumulative) abnormal returns in Stata;
  • creating one master-dataset.

Teacher(s)

Profile photo of Maarten Gubbels
Maarten Gubbels

  M.Gubbels@ubn.ru.nl
  +31243615950 / +31612352227

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