Event Study Extraction Help for a Beginner

Hi guys, I am doing a finance dissertation which consists of 20000 announcement dates and what i need is the share returns leading up to and after the announcement date. As it is finance and not computing, the tutorial they gave us was very basic and said you had to extract your data by hand (i.e. copy and paste). This would take forever for 20000 announcements, so is there a macro i could use to do it for me?

Basically i have the dates in column A, market (FTSE) returns in column B, then subsequent companies in cells C:CAO.
I need the returns 150 days before and 30 days prior, (181 days in total including T0) for both the company and the market.

If anyone could help you would be saving my life (and degree).
Thanks guys


Also i have posted this question on:
http://www.excelguru.ca/forums/showt...7234#post17234
http://www.mrexcel.com/forum/excel-q...g-problem.html


Just so i can try and get a fix faster as time is coming in fast.