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.

Shall be possible also with formulas, but simple suggestion (to better understand problem and give a bit more detailed answer) would be:

Attach a sample workbook. Make sure there is just enough data to demonstrate your need. Include a BEFORE sheet and an AFTER sheet in the workbook if needed to show the process you're trying to complete or automate. Make sure your desired results are shown, mock them up manually if necessary.

Remember to desensitize the data.

Click on GO ADVANCED and use the paperclip icon to open the upload window.

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