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Event study

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Niek Event study 03-11-2010, 08:32 AM
rwgrietveld Re: Event study 03-11-2010, 10:02 AM
Niek Re: Event study 03-11-2010, 11:37 AM
rwgrietveld Re: Event study 03-11-2010, 06:23 PM
Niek Re: Event study 03-12-2010, 02:57 AM
robinelias Re: Event study 05-12-2010, 08:09 AM
Niek Re: Event study 05-12-2010, 09:52 AM
ivanplakotias Re: Event study 09-25-2010, 10:19 PM
micheilleyevans Re: Event study 09-25-2010, 10:33 PM
DonkeyOte Re: Event study 12-26-2010, 05:22 AM
  1. #1
    Valued Forum Contributor rwgrietveld's Avatar
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    Re: Event study

    Niek,

    I generally get the idea and I think it can be done, but please upload as Sample dummy with about 100 rows (both sheets)

    We'll make it work for D(-5), D(+5), but this range is adjusted easily later on.
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    Re: Event study

    Hello rwgrietveld,

    I had to make some minor adjustments. Since one firm can be involved in multiple deals, we can not work with the firm's names, so I created a unique code to work with. I also included the event date in the same sheet that holds the stock prices. So I've created a small sample file (see attachment) with one sheet that includes the info I have and a second sheet which gives an idea of what I'm trying to get.

    Grtz,
    Niek

    FYI: the event dates in the sample are not the right ones, since I had to adjust them so they would fall in the range of dates included in the sample file.
    Attached Files Attached Files

  3. #3
    Valued Forum Contributor rwgrietveld's Avatar
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    Re: Event study

    Put this in Sheet2 B4 and drag right, down

    HTML Code: 
    maybe a little explination is required

    The INT(column/2) is because you go from one columns spread into two columns

    The 1+(COLUMN()-1)*0.5*SIN(0.5*PI()*COLUMN())^2) is just and alternating sequence 1,2,1,3,1,4,1,5,1,6, etc. as you need to keep looking in Column A for the date and the stock prices in 2,3,4,5, etc.
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