Event Study with Excel?
 

On Wednesday, March 24, 2004 3:10:02 PM UTC+5:30, Mikko H wrote:
I am about to do an extensive Event Study with Excel using a few hurdred
separate time series. I tried the search the web for some information on a
smart procedure and for some macros. I couldn't find any. So altough a
novice in VBA I decided to start designing and coding my own macro for an
event study methodology. Have you done something similar or do you know/have
any resources to help me? Or can you altogerher solve my problem and prevent
me from spending countless hours coding that macro?


Thanks!

Hi Mikko,

If you are interested in doing an event study analysis using Excel, I'd recommend you to refer http://www.eventstudytools.com/excel and also other tools on www.eventstudytools.com. There you can find many details and resources on event study methodology. Many researchers use EvenStudyTools website for their academic purposes.
Hope this information will be helpful.