Event study: How to calculate slope and intercept for a variable time series ?

Hi,

I need to calculate the INTERCEPT and SLOPE of following daily stock prices, but 60 days before the announcement days.Could you guys help me out here ? Its for my dissertation and Its the first time i have to work with that much data.
Event study.jpgEvent.xlsx

Allow me to elaborate , If for example the announcement date is 05.05.04, i need to be able to calculate the slope from (-240,-60) days before the announcement day. But since the announcement date is different for every stock and I have over 300 different deals its impossible to do it manually.

Originally Posted by tony h

use the excel functions SLOPE ad INTERCEPT

I'm aware of that function thank you, i need to be able to combine that formula with one that allows me to select a range

Originally Posted by Richard Buttrey

Hi,

So what's the essence of the question? You seem to be implying that the problem is the volume of data rather than the ability to calculate intercept and slope. If so use Data Filter to extract the records for all 60 days before the announcement day. Once you have a table of these 6o rows it should then be strightforward.

I'm also assuming that since this is for a dissertation that you do understand the basic maths.

Did you give it any more thought?