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Data workshop: M&A / Event studies – LSEG Workspace/Datastream, Orbis M&A (NSM)

Data workshop: M&A / Event studies – LSEG Workspace/Datastream, Orbis M&A (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 at least 24 hours before the workshop. For deals, include at least company names, event dates and identifiers (ISIN, CUSIP and/or SEDOL). Please also indicate if you are a MacBook user. The LSEG Workspace does not fully work on a MacBook.

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 LSEG Workspace/Datastream, please let us know beforehand! You can install the software before the workshop and we can provide you with an account. After the workshop you can make use of LSEG Workspace for at least the rest of the day.


Location & duration

The workshop will take place in EOS. Participants receive an invitation with the exact location beforehand. If necessary, the workshop can also be held via Teams.

Duration: 2 hours.

There is room for 3 attendants per workshop.

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

Tuesday, May 21, 2024 Show more dates
10:00am - 12:00pm
Nijmegen School of Management
  Nijmegen School of Management  
  Open Science     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 Orbis M&A / LSEG Workspace 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

Because these modules only supply ready-made, non-customizable variables, you usually need to gather additional data (financials, stock and index returns, ratios etc.). LSEG Workspace/Datastream (Excel) contains most of such variables, with superior historical coverage. To find them, you have to link your dataset to Datastream - this can be done with company identifiers (e.g. ISIN). You can do this with Orbis or Compustat as well (not for stock prices).

This is the main focus of the workshop. In this workshop you can work with LSEG Workspace / Orbis M&A / 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 LSEG Workspace software (if necessary);
  • the basics of the LSEG Workspace add-ins;
  • working with the M&A etc. module of your choice 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 or R;
  • creating one master-dataset.


Profile photo of Maarten Gubbels
Maarten Gubbels
  +31243615950 / +31612352227

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