Event study

Hi,
For my thesis I'm working on an event study, in which I research the potential impact of terrorist attacks on the national marketindex.
I have information on the event dates, and have all the return data of the market indices of all the countries in which the events took place. I've got about 2000 events, so I need to find some function/set of function through which I can automatically achieve the following:

For each event excel has to look at the country in which it took place, and which index it has to lookup (and at which time). Then return the return-data for the event for the dates -261 trading days fór the event date (t=0), and 5 days after it.

On another topic Niek got a similar problem, maybe that this could be fixed to? I am not such an excel expert...

Hope you can help me out!
Tnx!

Here are some sample excel worksheets.

Thanks all

Hi arjantrinks,

I've used Index & Match to get the index returns based on country and date (Tab - Returns for event periods, cell C4) hope it is helpful.

Could you explain a bit, sorry this has confused me a bit

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Hi all
Please help me,
I doing practise about Eventstudy.
Events are excess trading volume.Have more events for one firm. The intervale for event is 30 days, mean interval between event 1 and event 2 is 30 days. The sample have 108 firms.
Estimation window is 120 days before event window, event window 11 day (-5,+5), post event window (6,30).
I dont know how can i design data in my file excel and I have problems about T test:

Standard deviation computed for 120 days before event window but intervale two event is 30 days. It's right?

And how can i design data for T test.

Thank all so much

my email: [email protected]
my name skype: buukiemdang