Search found 2 matches

by xousse
Thu Feb 13, 2014 3:34 pm
Forum: Programming
Topic: Event study
Replies: 3
Views: 3613

Re: Event study

i'll clarify, i want to calculate abnormal returns for 50 company, i used this to do it for one company: ls cmp1 c mkt matrix(2, 1) coefs equation eq01 colplace(coefs, eq01.@coefs) series er = coefs(1, 1) + coefs(2, 1)*mkt series abr= cmp1 - er where : cmp1 : return of company 1 mkt : market return ...
by xousse
Thu Feb 13, 2014 1:28 pm
Forum: Programming
Topic: Event study
Replies: 3
Views: 3613

Event study

Hi everyone! i'm doing an event study concerning earnings announcement effect on 50 company, i calculated the expected returns and abnormal returns by Excel but i want to do it by EViews. is there any program to do it ? knowing that event dates are different, can you please help me find a way to cal...

Go to advanced search