sample_excel_sol_chapter_13

sample_excel_sol_chapter_13 - 2/11 0.6 0.8 10/6 7/18-2.2...

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Chapter 13 Problems 1,5 Input boxes in tan Output boxes in yellow Given data in blue Calculations in red Answers in green NOTE: Some functions used in these spreadsheets may require that the "Analysis ToolPak" or "Solver Add-in" be installed in Excel. To install these, click on "Tools|Add-Ins" and select "Analysis ToolPak and "Solver Add-In."
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Chapter 7 Question 1 Input area: Date 11/7 0.3 0.2 11/8 -0.2 0.0 11/9 0.2 0.3 11/10 0.9 0.7 11/11 0.1 0.1 11/14 -0.1 1.8 11/15 1.3 1.1 11/16 -0.6 -0.5 11/17 -0.2 -0.3 11/18 0.3 0.4 11/19 0.5 0.4 Output area: Daily Cumulative Days from Abnormal Abnormal Announcement Return Return -5 -0.1 -0.1 -4 0.2 0.1 -3 0.1 0.2 -2 -0.2 0.0 -1 0.0 0.0 0 1.9 1.9 1 -0.2 1.7 2 0.1 1.8 3 -0.1 1.7 4 0.1 1.8 5 -0.1 1.7 Market Return Company Return -5 -4 -3 -2 -1 0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5 Cumulative Abnorma Days from announ CAR
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1 2 3 4 5 l Returns ncement
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Chapter 7 Question 5 Input area: Ross, Co. Westerfield, Inc. Date Date Date 7/12 -0.3 -0.5 2/8 -0.9 -1.1 10/1 7/13 0.0 0.2 2/9 -1.0 -1.1 10/2 7/16 0.5 0.7 2/10 0.4 0.2 10/3 7/17 -0.5 -0.3
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Unformatted text preview: 2/11 0.6 0.8 10/6 7/18-2.2 1.1 2/12-0.3-0.1 10/7 7/19-0.9-0.7 2/15 1.1 1.2 10/8 7/20-1.0-1.1 2/16 0.5 0.5 10/9 7/23 0.7 0.5 2/17-0.3-0.2 10/10 7/24 0.2 0.1 2/18 0.3 0.2 10/13 Output area: Average Cumulative Days from Abmormal returns Abnormal Average Announcement Ross Westerfield Jaffe Sum Return Residual-4-0.2-0.2-0.2-0.6-0.2-0.2-3 0.2-0.1 0.2 0.3 0.1-0.1-2 0.2-0.2 0.0 0.0 0.0-0.1-1 0.2 0.2-0.4 0.0 0.0-0.1 3.3 0.2 1.9 5.4 1.8 1.7 1 0.2 0.1 0.0 0.3 0.1 1.8 2-0.1 0.0 0.1 0.0 0.0 1.8 3-0.2 0.1-0.2-0.3-0.1 1.7 4-0.1-0.1-0.1-0.3-0.1 1.6 Market Return Company Return Market Return Company Return-4-3-2-1 1 2 3 4-0.5 0.0 0.5 1.0 1.5 2.0 Cumulative Abnormal Returns Days from announcement CAR Jaffe Company 0.5 0.3 0.4 0.6 1.1 1.1 0.1-0.3-2.2-0.3 0.5 0.5-0.3-0.2 0.3 0.1 0.0-0.1 Market Return Company Return...
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This note was uploaded on 02/14/2011 for the course FINANCE 620 taught by Professor Halstead during the Fall '09 term at UMBC.

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sample_excel_sol_chapter_13 - 2/11 0.6 0.8 10/6 7/18-2.2...

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