EViews.com

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 :)

You'll have to provide more detail.

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!!

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