Look up dates in event study, +/- 10 days surrounding announcement

[Klakegg1]

Hi,

I have a dataset with stock prices from 2007-2010 and several event dates that occurs are random times within this dataset. Does anyone know how to make excel display the stock returns on e.g. 120 days prior to and 10 days after the event? (given the event date)
I'm gonna do this for 100 events, so it would save me a lot of time to fix this with a formula!

Attached are the doucment

[Sam Capricci]

Ok, I'm not a fan of helping someone with their homework but that being said I'll give you a little help... Dates are really only numbers so for example 1/9/2009 (cell c10 on your abnormal returns sheet) is really 39822. So if you need to find 120 days prior to and 10 days after that would equate to 39822-120 and 39822+10. So I'd think that could be a starting point for your formulas.

[Klakegg1]

Hi, thanks for looking at it, but the problem is that the dates are not continous. We need to account for holidays etc (Som dates are exlcuded in tre stock_price sheet), which means that we need the automatically find the 120 days before and 10 days after the announcement that are in the stock_price sheet.

[alvin-chung]

Hi Klakegg1, could you show some expected result with description in the sample workbook?


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Alvin

[newdoverman]

What do you mean by "Event Date"? There are weekends, long weekends, and single days missing from your data. Are these "Event Dates"?