event study methodolody

[popi00]

hello,

i need some help for my event study methodolody for cash dividend
announcement. In fact can some one provide my some guide line upon how to
proceed. i have read many journal bt non of them are explicite.

In fact i am analysising 22 companies for 5 years which make around 88
announcement, and i have classified then as increase in dividend, decrease in
dividend and constant dividend.

so who many regression am i suppose to do?

and how i am suppose to complie all that?

thxs in advance