+ Reply to Thread
Results 1 to 1 of 1

Event Study - How to set up the data?

  1. #1
    Registered User
    Join Date
    12-06-2012
    Location
    Denmark
    MS-Off Ver
    Excel 2007
    Posts
    1

    Event Study - How to set up the data?

    Hello,

    I am currently writing a paper in which I want to study stock recommendations' effect on stock prices.

    I have identified all the event dates and downloaded all the stock returns I need into an Excel sheet.

    Let's call the event date t=0. I would like to insert 250 returns prior to the event date and 10 returns following the event. That means that I would like to have a series of returns from t=-250 to t=+10, where t=0 is the event date.

    As I have many events and because these events happen and different points in time it would take forever to insert them manually.

    I have been reading a previous thread http://www.excelforum.com/excel-gene...ent-study.html, regarding a similar problem, but in my case the same company has more than one event, and thus, the formula proposed in that thread doesn't work.

    I sincerely hope that someone out there can help.

    Cheers
    Last edited by ulle51; 12-20-2012 at 09:52 AM.

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Tags for this Thread

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1