Event study

[xousse]

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 calculate ERs and ARs.
my Excel data file is organized like : worksheet for every company dated differently depending on each company's earning announcement date, and the event window is [-200,+15].

Thanks a lot for any hints :)

[EViews Gareth]

You'll have to provide more detail.

[xousse]

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
er : expected return
abr : abnormal return
i'm asking if there is a way to do it in one program for the rest of companies? and also how should i put rest of the companies data in the Excel workfile to make it easy for the program.
And, if i want to create a dummy variable for the event window (-15, +15) to do the rest of tests, there's this problem of different event dates (each company have its announcement date).

thank you very much!!

[EViews Gareth]

Best bet is probably to first read through the programming guide.