Showing posts with label Event study. Show all posts
Showing posts with label Event study. Show all posts

Sunday, June 21, 2009

Arranging the stock price for event window

Please go to PhD freaks portal for details
Function test_adj(date1 As Variant, match, price, eve)
'Created by C A Yoonus and Surender Komera

Dim m, n, i, j, b, c As Variant, t, k, d
t = 1
m = Application.WorksheetFunction.Count(date1)
n = 1
ReDim b(n)
ReDim c(t)
'test_adj = m

For i = 1 To m

b(i) = date1(i) - match
n = n + 1
ReDim Preserve b(n)
If b(i) = 0 Then
j = i
End If
Next i


For k = j - eve To j + eve
c(t) = price(k)
t = t + 1
ReDim Preserve c(t)

Next k

d = Application.WorksheetFunction.Transpose(c)

test_adj = d







End Function