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t-stat for Event study

  1. 07-30-2012, 07:59 AM #1
    kemelife
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    t-stat for Event study

    I am currently working on a thesis on the implications of mergers and acquisitions on share prices ,I am required to conduct an event study for this using the market model. I have already calculated the cumulative average abnormal return , however, I am finding it difficult to calculate the t-tests for each event window and event periods such as -1,+1 , -5,0 , 0,+5 etc ... Please can anyone help as my deadline is fast approaching . I have attached an excel sample for a more visualized explanation .. Thank you for your anticipated cooperation guys
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    Last edited by kemelife; 07-31-2012 at 11:19 AM.
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  2. 07-30-2012, 03:42 PM #2
    Noob12
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    Re: Help , help , help

    Kemelife,

    I had a similar problem writing my thesis. Since I am not an expert on writing Excel Macros I searched for a good software. I used the tool from eventstudymetrics.com which is easy to use and does not require any programming. This might help you since your deadline is fast approaching...
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  3. 07-30-2012, 03:49 PM #3
    Cutter
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    Re: Help , help , help

    Hello Noob12, and welcome to the forum.

    Unfortunately you have inadvertently broken one of the forum rules. Please read the following and make the necessary change. Thanks.

    Your post does not comply with Rule 7 of our Forum RULES. Please do not ignore Moderators' or Administrators' requests - note that this includes requests by senior members as well, if you are unclear about their request or instruction then send a private message to them asking for help. Do not post a reply to a thread where a moderator has requested an action that has not been complied with e.g Title change or Code tags...etc
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  4. 07-31-2012, 11:26 AM #4
    kemelife
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    Re: Help , help , help

    thanks , but i assume this is not free
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  5. 01-15-2013, 10:04 AM #5
    maximagic
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    Re: Help , help , help

    Even if it is not free, it is really great and saved my life and my thesis.
    They have an easy-to-understand youtube tutorial ( http://www.youtube.com/watch?v=XP-j6v1OvuY) and a great customer service.
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  6. 08-27-2015, 11:09 AM #6
    WASIM_PAK
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    Re: t-stat for Event study

    Aoa,

    I came to know that it is outsatnding forum. I have some questions. How we find t-test value of AR and CAAR...etc.

    Is it AR t-test or CAAR t-test? what is hypothesis of AR and CAAR and how we calculate p-value? kemelife, maximagic, Cutter and Noob12 please help me and send me example in excel. My

    email is wasimkust@gmail.com

    I am waiting for you email.

    Regards
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  7. 03-21-2017, 06:22 AM #7
    faisal_muneer1
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    Re: t-stat for Event study

    Have you done with your thesis I am also facing the same situation can u help now????
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  8. 03-21-2017, 01:28 PM #8
    FDibbins
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    Re: t-stat for Event study

    faisal_muneer1 welcome to the forum

    Unfortunately your post does not comply with Rule 2 of our Forum RULES. Do not post a question in the thread of another member -- start your own thread.

    If you feel an existing thread is particularly relevant to your need, provide a link to the other thread in your new thread.

    Old threads are often only monitored by the original participants. New threads not only open you up to all possible participants again, they typically get faster response, too.
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  9. 03-25-2017, 10:47 AM #9
    faisal_muneer1
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    Re: t-stat for Event study

    Quote Originally Posted by kemelife View Post
    I am currently working on a thesis on the implications of mergers and acquisitions on share prices ,I am required to conduct an event study for this using the market model. I have already calculated the cumulative average abnormal return , however, I am finding it difficult to calculate the t-tests for each event window and event periods such as -1,+1 , -5,0 , 0,+5 etc ... Please can anyone help as my deadline is fast approaching . I have attached an excel sample for a more visualized explanation .. Thank you for your anticipated cooperation guys
    Have you done with your thesis I am also facing the same situation can u help now
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