Event Study module

Assignment 1

金融Assignment代写 You are is required to submit 2 pieces of work accomplished on the first given task as follow: 1. Excel File (event study…

You are is required to submit 2 pieces of work accomplished on the first given task as follow:

1. Excel File (event study modelling on the list of 30 firms):

Submission instruction: 金融Assignment代写

Submit a compiled excel file consists of “event study” analysis for 30 firms in separate sheets within. Please make sure that the consistency of format and the flow of analysis are met across 30 sheets.

Requirements:

金融Assignment代写
金融Assignment代写

• Calculation of AR for each separate firm
• Statistical inferences, with hypothesis and rejection criteria being clearly defined.
• Create a graph with AR across all sample in respect to days -1,0, and +1 only. (you can get some ideas on how to graph it from lecture slide #11)
• Calculation of average CAR across 30 firms in a separate sheet.
• DO NOT remove functions and formulas as I will go through the sheets and look into the functions to verify the accuracy of your analysis.

2. Pdf file* (Executive summary of your modelling): 金融Assignment代写

An executive summary with 300(+/- 5%) word limit. This summary must discuss the conducted event study and your findings. To be included: the expectations according to prior published studies** in the same area, sample description, methodology used, and the findings (observed average CAR).
*A double spacing with Times New Romans font and font size of 12.
** Citation within the report without any bibliography section

 
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