Can you please make a video on how to do an event study for many companies. Or is the only way of doing it for many companies is by doing this approach repetitively. My sample size of firms is in surplus of 800 :(( surely there is a quicker way?

Can we use t-test for abnormal return for 1 company like this?? One of important assumptions of the event study is normal distribution, but daily returns do not normally distributed. So the data must be cross-sectional. It means we must have more than 1 company!!

What should I do when my daily market stock prices dates isn't the same as my daily company's stock prices dates? The same time period but different number of days available though. What should I do? Can i still compare it like that?

What is the use of R-squared value that you generated? Also how did you come up with the interpretation that it had a 10% effect for 1.77 of T-Stat. Please explain.

With the CAPM model Ri=Rf-Beta(Rm-Rf), why does the E(r) not cover the risk free interest rate (Rf) that is supposed to be subtracted from the market interest risk (Rm)? 11:13 onwards

If you use the market model to estimate normal returns you cannot simply use STEYX() to compute standard errors, since market model needs N-2 degrees of freedom andSTEYX() uses just N-1 degrees.

Can you please make a video on how to do an event study for many companies. Or is the only way of doing it for many companies is by doing this approach repetitively. My sample size of firms is in surplus of 800 :(( surely there is a quicker way?

so how do you do a t-test for the cummulative/average abnormal returns?

Can we use t-test for abnormal return for 1 company like this?? One of important assumptions of the event study is normal distribution, but daily returns do not normally distributed. So the data must be cross-sectional. It means we must have more than 1 company!!

So how do you determine the degrees of freedom for the t-test? How can we be sure it's 10%?

What should I do when my daily market stock prices dates isn't the same as my daily company's stock prices dates? The same time period but different number of days available though. What should I do? Can i still compare it like that?

What is with the 5% range and 10% range after he got 1.77 on the t-test? how did he get that?

What is the use of R-squared value that you generated? Also how did you come up with the interpretation that it had a 10% effect for 1.77 of T-Stat. Please explain.

what model is thissssss

With the CAPM model Ri=Rf-Beta(Rm-Rf), why does the E(r) not cover the risk free interest rate (Rf) that is supposed to be subtracted from the market interest risk (Rm)?

11:13 onwards

If you use the market model to estimate normal returns you cannot simply use STEYX() to compute standard errors, since market model needs N-2 degrees of freedom andSTEYX() uses just N-1 degrees.

why 252 days

This is an amazing video !!! Sir, could you please give me a hint how could I apply in case of multiple companies?

Is there a trick that helps you do this (faster) for multiple events/companies? I have 180 companies….

how do you calculate CAR t-test

why is it 252 days? isn't the trading days suppose to be 150 – 250 days?

Thank you soooooooooooooooo much

Thanks a lot Sir

It's CAR and not AAR as you have make

On which model is the calculation of abnormal returns based? Market Model?

Thanks for the nice tutorial.

How to test the significance of AAR?