Friday, June 20, 2008

Effect of some special events on stock price

























































































Effect of some special events on Stock Price

Effect of NYSE opening bell  - sample time May 2008

Opening bell dat

Ticker Symbol

Return for this symbol for that day

S&P  day

Return for this symbol  (2 weeks)

S&P around that day (2 weeks)

7 May 2008

DPS

0.011904762

-0.001427999

0.19047619

-0.000970758

8 May 2008

SON

-0.000619195

-0.012109557

-0.016038016

0.010162616

9 May 2008

CFX

-0.023809524

-0.005312511

0.133809524

0.016736193

13 May 2008

SY

0.006651147

0.001595373

0.02255133

0.002054067

14 May 2008

NX

0.063063063

0.009876982

-0.030177515

-0.00029587

15 May 2008

WRC

-0.007580291

0.002964392

0.078409091

-0.002338931

19 May 2008

CAS

-0.01653638

0.010113479

-0.012236158

-0.008446932

22  May 2008

SKH

0

-0.014128474

-0.053418803

-0.012693064

23 May 2008

HEK

0.021765417

-0.014128474

0.151069519

-0.014980853

Stock featuring in opening bell did better in 6/9 in daily return and 4/9 in 2 week
returns.













































































































Effect of NYSE closing bell  - sample time May 2008

Closing bell date

Ticker Symbol

Return for this symbol for that day

S&P  day

Return for this symbol  (2 weeks)

S&P around that day (2 weeks)

5 May 2008

IMN

-0.00921659

-0.006881739

0.043220339

-0.006123208

7 May 2008

DIS

-0.000619195

-0.016366958

0.052471019

0.010372191

8 May 2008

MFE

0.093759702

0.000437499

0.069069069

0.016154751

12 May 2008

EQY

0.015780731

0.010796027

0.003234937

0.007023047

13 May 2008

FRT

0.007518797

0.00089006

0.00089006

0.013439101

14 May 2008

CSU

0.011015912

0.001927934

0.047272727

-0.00241977

15 May 2008

LYV

0.050558109

0.01102701

0.056028369

-0.00248155

20  May 2008

KNL

0.016430172

-0.007321919

-0.019794721

-0.02024352

21 May 2008

R

-0.036149472

-0.016427874

-0.023854703

-0.013595134

22 May 2008

SM

.000980392

0.000985023

-0.007422267

-0.012681417

29 mAY 2008

BTU

-0.019083457

0.005652643

-0.029644013

-0.009598585

Stock featuring in closing bell did better in 8/11 in daily return and 6/11 in 2
week returns.

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