Excel extracting problem


New Member
Feb 9, 2015
Hi guys, I am doing a finance dissertation which consists of 20000 announcement dates and what i need is the share returns leading up to and after the announcement date. As it is finance and not computing, the tutorial they gave us was very basic and said you had to extract your data by hand (i.e. copy and paste). This would take forever for 20000 announcements, so is there a macro i could use to do it for me?
Basically i have the dates in column A, market (FTSE) returns in column B, then subsequent companies in cells C:CAO.
I need the returns 150 days before and 30 days prior, (181 days in total including T0) for both the company and the market.
If anyone could help you would be saving my life (and degree).
Thanks guys


Board Regular
Apr 11, 2010
give us a few rows of your data, as pictures better than words

what is TO

is it date , ftse level, company1 data, company2 data


Board Regular
Mar 14, 2014
T0 is probably time 0 -> some date
But anyway, sample data (and expected output) would make thinking easier
Also here it would be nice to mention other crosposted places.
Not only excelforum spoted by Kyle123 but also Event Study Extraction Macro

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