I'm writing my masterthesis and need data to conduct an event study.
I have a list of corporate bonds which includes data points such as ISIN, announcement date and Issuer Name etc. Now I need to extract the bonds of publicly traded companies and a time-series of historical closing prices for their stocks around the announcement date of the bond.
For example Apple Inc announced a bond (Annoncement date 16.02.2016, ISIN: US037833BU32). Is there a way to retrieve time-series closing price data of the issuer using the ISIN?
I can use both the Eikon and Datastream Excel Add-In but cannot find an appropriate identifier that allows me to link stock data to bond issuer data.
Thanks in advance