S.

No Year Acquirer Target

1 2015 Anheuser-Busch Inbev SABMiller PLC
2 2015 Royal Dutch Shell PLC BG Group PLC
3 2017 British American Tobacco PLC Reynolds American Inc
4 2017 GE Oil & Gas Baker Hughes Inc
5 2017 Vodafone Group (India Operations) Idea Cellular (India)
6 2012 Glencore PLC Xstrata
7 2019 London Stock Exchange Group PLC Refinitiv
8 2016 Vodafone Group Liberty Global
9 2020 Unilever PLC Unilever NV
10 2020 Aon PLC Wills Tower Watson
Value (in Billion £) Merger Announcement Date Stock Movements Details (+-20 Days)
71.2 10th October 2015 Sheet2
46.7 08th April 2015 Sheet3
40.1 17th January 2017 Sheet4
26.63 30th June 2017 Sheet5
27 20th March 2017 Sheet6
90 7th February 2012 Sheet7
27 1st August 2019 Sheet8
22 15th February 2016 Sheet9
81 11th June 2020 Sheet10
30 09th March 2020 Sheet11
 Data Link
[Link]
[Link]
[Link]
[Link]
[Link]
[Link]
[Link]
[Link]
[Link]
[Link]
 Anheuser-Busch Inbev FTSE 100 Data
Date Open Close Volume Date Open Close
9/21/2015 98.39 98.61 2,309,838.00 9/21/2015 6,104.10 6,108.70
9/22/2015 99.04 95.80 3,057,141.00 9/22/2015 6,108.70 5,935.80
9/23/2015 95.51 96.91 1,845,034.00 9/23/2015 5,935.80 6,032.20
9/24/2015 96.67 94.50 2,403,603.00 9/24/2015 6,032.20 5,961.50
9/25/2015 95.50 97.22 2,326,876.00 9/25/2015 5,961.50 6,109.00
9/28/2015 97.51 96.24 2,115,385.00 9/28/2015 6,109.00 5,958.90
9/29/2015 93.50 93.55 2,459,134.00 9/29/2015 5,958.90 5,909.20
9/30/2015 93.75 94.92 2,536,292.00 9/30/2015 5,909.20 6,061.60
10/1/2015 96.23 94.29 1,737,925.00 10/1/2015 6,061.60 6,072.50
10/2/2015 95.55 95.72 1,720,873.00 10/2/2015 6,072.50 6,130.00
10/5/2015 97.30 98.38 1,575,348.00 10/5/2015 6,130.00 6,298.90
10/6/2015 98.88 98.06 1,551,949.00 10/6/2015 6,298.90 6,326.20
10/7/2015 101.00 98.65 2,620,976.00 10/7/2015 6,326.20 6,336.40
10/8/2015 98.28 97.50 1,384,639.00 10/8/2015 6,336.40 6,374.80
10/9/2015 97.95 98.30 1,560,125.00 10/9/2015 6,374.80 6,416.20
10/12/2015 98.07 98.35 1,140,299.00 10/12/2015 6,416.20 6,371.20
10/13/2015 102.00 100.00 2,584,401.00 10/13/2015 6,371.20 6,342.30
10/14/2015 99.53 100.65 1,858,453.00 10/14/2015 6,342.30 6,269.60
10/15/2015 101.40 101.15 1,359,959.00 10/15/2015 6,269.60 6,338.70
10/16/2015 100.75 101.40 1,356,123.00 10/16/2015 6,338.70 6,378.00
10/19/2015 101.50 102.45 1,034,909.00 10/19/2015 6,378.00 6,352.30
10/20/2015 102.25 102.40 861,962.00 10/20/2015 6,352.30 6,345.10
10/21/2015 102.65 101.25 978,117.00 10/21/2015 6,345.10 6,348.40
10/22/2015 100.95 104.50 2,002,604.00 10/22/2015 6,348.40 6,376.30
10/23/2015 105.50 107.15 2,116,118.00 10/23/2015 6,376.30 6,444.10
10/26/2015 106.90 106.55 956,009.00 10/26/2015 6,444.10 6,417.00
10/27/2015 106.50 106.15 1,056,661.00 10/27/2015 6,417.00 6,365.30
10/28/2015 106.20 107.60 1,344,754.00 10/28/2015 6,365.30 6,437.80
10/29/2015 109.05 107.45 1,503,566.00 10/29/2015 6,365.30 6,437.80
SE 100 Data Event_date
Volume
697,537,600.00 10/10/2015
941,657,100.00 10/10/2015
725,707,700.00 10/10/2015
867,489,200.00 10/10/2015
837,519,200.00 10/10/2015
968,395,200.00 10/10/2015
1,000,021,900.00 10/10/2015
1,018,944,000.00 10/10/2015
847,372,200.00 10/10/2015
861,807,200.00 10/10/2015
863,396,300.00 10/10/2015
737,901,800.00 10/10/2015
985,472,100.00 10/10/2015
720,040,900.00 10/10/2015
745,150,000.00 10/10/2015
535,951,300.00 10/10/2015
700,891,400.00 10/10/2015
638,445,300.00 10/10/2015
644,982,700.00 10/10/2015
592,309,300.00 10/10/2015
476,841,500.00 10/10/2015
574,547,000.00 10/10/2015
596,747,600.00 10/10/2015
718,398,200.00 10/10/2015
749,535,500.00 10/10/2015
441,044,400.00 10/10/2015
564,355,600.00 10/10/2015
819,718,100.00 10/10/2015
819,718,100.00 10/10/2015
 Royal Dutch Shell PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume
3/18/2015 2,074.00 2,118.00 4,860,872.00 3/18/2015 6,837.60 6,945.20 772,632,700.00
3/19/2015 2,127.50 2,140.00 5,290,075.00 3/19/2015 6,945.20 6,962.30 809,174,400.00
3/20/2015 2,150.50 2,171.00 10,477,150.00 3/20/2015 6,962.30 7,022.50 1,419,421,400.00
3/23/2015 2,176.00 2,215.00 9,200,792.00 3/23/2015 7,022.50 7,037.70 673,591,200.00
3/24/2015 2,204.00 2,189.50 5,050,476.00 3/24/2015 7,037.70 7,019.70 702,620,900.00
3/25/2015 2,181.50 2,200.50 3,391,803.00 3/25/2015 7,019.70 6,991.00 645,837,600.00
3/26/2015 2,210.00 2,170.00 5,014,405.00 3/26/2015 6,991.00 6,895.30 936,518,300.00
3/27/2015 2,160.50 2,131.50 5,274,694.00 3/27/2015 6,895.30 6,855.00 736,697,300.00
3/30/2015 2,152.50 2,150.00 3,719,015.00 3/30/2015 6,855.00 6,891.40 639,393,900.00
3/31/2015 2,162.50 2,099.00 6,020,688.00 3/31/2015 6,891.40 6,773.00 900,335,700.00
4/1/2015 2,105.00 2,132.00 4,519,808.00 4/1/2015 6,773.00 6,809.50 800,482,200.00
4/2/2015 2,140.50 2,126.50 3,479,449.00 4/2/2015 6,809.50 6,833.50 575,894,800.00
4/7/2015 2,156.00 2,208.50 4,490,406.00 4/7/2015 6,833.50 6,961.80 704,104,300.00
4/8/2015 2,150.00 2,019.50 35,596,125.00 4/8/2015 6,961.80 6,937.40 865,524,000.00
4/9/2015 2,048.50 2,032.00 20,663,749.00 4/9/2015 6,937.40 7,015.40 698,600,800.00
4/10/2015 2,047.50 2,048.00 9,275,282.00 4/10/2015 7,015.40 7,089.80 801,926,500.00
4/13/2015 2,062.50 2,065.50 7,775,611.00 4/13/2015 7,089.80 7,064.30 592,637,100.00
4/14/2015 2,056.00 2,086.00 8,390,773.00 4/14/2015 7,064.30 7,075.30 669,927,300.00
4/15/2015 2,089.50 2,122.00 8,246,749.00 4/15/2015 7,075.30 7,096.80 722,590,500.00
4/16/2015 2,129.50 2,144.50 10,382,328.00 4/16/2015 7,096.80 7,060.50 750,900,800.00
4/17/2015 2,159.00 2,120.50 8,064,793.00 4/17/2015 7,060.50 6,994.60 776,519,900.00
4/20/2015 2,129.50 2,145.50 5,986,379.00 4/20/2015 6,994.60 7,052.10 583,888,000.00
4/21/2015 2,139.00 2,126.50 5,616,608.00 4/21/2015 7,052.10 7,062.90 655,787,700.00
4/22/2015 2,129.50 2,100.00 7,066,248.00 4/22/2015 7,062.90 7,028.20 785,146,300.00
4/23/2015 2,105.00 2,110.50 6,524,533.00 4/23/2015 7,028.20 7,053.70 714,656,500.00
4/24/2015 2,110.50 2,092.00 13,067,348.00 4/24/2015 7,053.70 7,070.70 796,682,000.00
Event_date

4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
4/8/2015
 British American Tobacco PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume
2/3/2017 4,903.50 4,963.00 3,649,407.00 2/3/2017 7,140.80 7,188.30 786,535,500.00
2/2/2017 4,844.00 4,910.00 3,876,234.00 2/2/2017 7,107.70 7,140.80 880,030,800.00
2/1/2017 4,888.00 4,865.50 3,146,557.00 2/1/2017 7,099.20 7,107.70 785,299,200.00
1/31/2017 4,883.50 4,899.50 4,240,170.00 1/31/2017 7,118.50 7,099.20 959,011,000.00
1/30/2017 4,899.00 4,896.50 2,689,114.00 1/30/2017 7,184.50 7,118.50 890,006,700.00
1/27/2017 4,910.50 4,920.50 3,713,728.00 1/27/2017 7,161.50 7,184.50 876,491,800.00
1/26/2017 4,888.50 4,929.50 4,359,672.00 1/26/2017 7,164.40 7,161.50 905,662,800.00
1/25/2017 4,811.50 4,894.00 4,918,262.00 1/25/2017 7,150.30 7,164.40 989,914,700.00
1/24/2017 4,778.00 4,800.00 4,466,633.00 1/24/2017 7,151.20 7,150.30 1,071,108,500.00
1/23/2017 4,718.50 4,767.00 4,981,457.00 1/23/2017 7,198.40 7,151.20 714,162,600.00
1/20/2017 4,750.00 4,760.00 5,256,250.00 1/20/2017 7,208.40 7,198.40 819,057,000.00
1/19/2017 4,680.00 4,734.00 7,788,887.00 1/19/2017 7,247.60 7,208.40 748,413,500.00
1/18/2017 4,620.00 4,634.00 8,092,042.00 1/18/2017 7,220.40 7,247.60 795,536,000.00
1/17/2017 4,810.00 4,580.00 10,020,823.00 1/17/2017 7,327.10 7,220.40 879,279,000.00
1/16/2017 4,735.50 4,762.50 1,640,639.00 1/16/2017 7,337.80 7,327.10 633,737,000.00
1/13/2017 4,727.50 4,729.50 2,114,803.00 1/13/2017 7,292.40 7,337.80 811,899,400.00
1/12/2017 4,680.00 4,705.00 2,918,851.00 1/12/2017 7,290.50 7,292.40 831,909,900.00
1/11/2017 4,650.50 4,713.00 2,734,814.00 1/11/2017 7,275.50 7,290.50 878,535,700.00
1/10/2017 4,673.50 4,672.00 2,167,306.00 1/10/2017 7,237.80 7,275.50 933,682,800.00
1/9/2017 4,591.00 4,675.00 2,505,235.00 1/9/2017 7,210.10 7,237.80 705,536,400.00
1/6/2017 4,558.00 4,574.00 2,324,882.00 1/6/2017 7,195.30 7,210.10 694,323,700.00
1/5/2017 4,582.00 4,580.00 2,682,431.00 1/5/2017 7,189.70 7,195.30 768,721,000.00
1/4/2017 4,576.00 4,591.50 2,000,461.00 1/4/2017 7,177.90 7,189.70 742,050,400.00
1/3/2017 4,628.00 4,612.00 2,356,727.00 1/3/2017 7,142.80 7,177.90 795,658,400.00
12/30/2016 4,610.50 4,621.50 1,543,009.00 12/30/2016 7,120.30 7,142.80 316,700,000.00
12/29/2016 4,565.00 4,596.50 1,609,201.00 12/29/2016 7,106.10 7,120.30 383,620,400.00
12/28/2016 4,587.00 4,567.00 3,118,134.00 12/28/2016 7,068.20 7,106.10 470,755,300.00
Event_date
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
1/17/2017
 GE Oil & Gas FTSE 100 Data
Date Open Close Volume Date Open Close Volume
6/12/2017 28.12 27.83 144,653,000.00 6/12/2017 7527.299805 7511.899902 691742100
6/13/2017 28.00 27.36 61,176,600.00 6/13/2017 7511.899902 7500.399902 759155200
6/14/2017 27.38 27.59 42,765,100.00 6/14/2017 7500.399902 7474.399902 943048700
6/15/2017 27.38 27.83 49,782,800.00 6/15/2017 7474.399902 7419.399902 985057200
6/16/2017 27.87 27.88 84,828,200.00 6/16/2017 7419.399902 7463.5 1889237700
6/19/2017 27.85 27.69 31,724,800.00 6/19/2017 7463.5 7523.799805 551165300
6/20/2017 27.61 27.05 49,444,600.00 6/20/2017 7523.799805 7472.700195 1005340300
6/21/2017 27.10 26.71 35,108,400.00 6/21/2017 7472.700195 7447.799805 843652400
6/22/2017 26.70 26.49 37,839,900.00 6/22/2017 7447.799805 7439.299805 789287000
6/23/2017 26.72 26.51 33,005,900.00 6/23/2017 7439.299805 7424.100098 608960600
6/26/2017 26.53 26.55 29,641,600.00 6/26/2017 7424.100098 7446.799805 702710000
6/27/2017 26.46 26.16 42,982,500.00 6/27/2017 7446.799805 7434.399902 704817400
6/28/2017 26.21 26.04 32,256,400.00 6/28/2017 7434.399902 7387.799805 833666400
6/29/2017 26.12 25.98 38,201,300.00 6/29/2017 7387.799805 7350.299805 930392000
6/30/2017 26.05 25.97 27,304,300.00 6/30/2017 7350.299805 7312.700195 978353300
7/3/2017 26.12 26.39 21,491,600.00 7/3/2017 7312.700195 7377.100098 704804300
7/5/2017 26.48 26.30 22,121,000.00 7/4/2017 7377.100098 7357.200195 597565700
7/6/2017 25.83 25.30 79,711,700.00 7/5/2017 7357.200195 7367.600098 924489500
7/7/2017 25.24 25.14 42,164,800.00 7/6/2017 7367.600098 7337.299805 767506100
7/10/2017 25.13 25.04 48,625,400.00 7/7/2017 7337.299805 7350.899902 670643200
7/11/2017 25.03 25.37 42,901,600.00 7/10/2017 7350.899902 7370 597132300
7/12/2017 25.52 25.56 53,025,700.00 7/11/2017 7370 7329.799805 662989700
7/13/2017 25.56 25.76 28,878,300.00 7/12/2017 7329.799805 7416.899902 796874200
7/14/2017 25.71 25.75 21,900,600.00 7/13/2017 7416.899902 7413.399902 941748000
7/17/2017 25.73 25.79 28,803,400.00 7/14/2017 7413.399902 7378.399902 827118400
7/18/2017 25.73 25.86 27,191,900.00 7/17/2017 7378.399902 7404.100098 595711600
7/19/2017 25.82 25.90 25,784,000.00 7/18/2017 7404.100098 7390.200195 615471900
Event_date
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
6/30/2017
 Vodafone Group FTSE 100 Data
Date Open Close Volume Date Open Close Volume
3/18/2015 2,074.00 2,118.00 4,860,872.00 3/18/2015 6837.600098 6945.200195 772632700
3/19/2015 2,127.50 2,140.00 5,290,075.00 3/19/2015 6945.200195 6962.299805 809174400
3/20/2015 2,150.50 2,171.00 10,477,150.00 3/20/2015 6962.299805 7022.5 1419421400
3/23/2015 2,176.00 2,215.00 9,200,792.00 3/23/2015 7022.5 7037.700195 673591200
3/24/2015 2,204.00 2,189.50 5,050,476.00 3/24/2015 7037.700195 7019.700195 702620900
3/25/2015 2,181.50 2,200.50 3,391,803.00 3/25/2015 7019.700195 6991 645837600
3/26/2015 2,210.00 2,170.00 5,014,405.00 3/26/2015 6991 6895.299805 936518300
3/27/2015 2,160.50 2,131.50 5,274,694.00 3/27/2015 6895.299805 6855 736697300
3/30/2015 2,152.50 2,150.00 3,719,015.00 3/30/2015 6855 6891.399902 639393900
3/31/2015 2,162.50 2,099.00 6,020,688.00 3/31/2015 6891.399902 6773 900335700
4/1/2015 2,105.00 2,132.00 4,519,808.00 4/1/2015 6773 6809.5 800482200
4/2/2015 2,140.50 2,126.50 3,479,449.00 4/2/2015 6809.5 6833.5 575894800
4/7/2015 2,156.00 2,208.50 4,490,406.00 4/7/2015 6833.5 6961.799805 704104300
4/8/2015 2,150.00 2,019.50 35,596,125.00 4/8/2015 6961.799805 6937.399902 865524000
4/9/2015 2,048.50 2,032.00 20,663,749.00 4/9/2015 6937.399902 7015.399902 698600800
4/10/2015 2,047.50 2,048.00 9,275,282.00 4/10/2015 7015.399902 7089.799805 801926500
4/13/2015 2,062.50 2,065.50 7,775,611.00 4/13/2015 7089.799805 7064.299805 592637100
4/14/2015 2,056.00 2,086.00 8,390,773.00 4/14/2015 7064.299805 7075.299805 669927300
4/15/2015 2,089.50 2,122.00 8,246,749.00 4/15/2015 7075.299805 7096.799805 722590500
4/16/2015 2,129.50 2,144.50 10,382,328.00 4/16/2015 7096.799805 7060.5 750900800
4/17/2015 2,159.00 2,120.50 8,064,793.00 4/17/2015 7060.5 6994.600098 776519900
4/20/2015 2,129.50 2,145.50 5,986,379.00 4/20/2015 6994.600098 7052.100098 583888000
4/21/2015 2,139.00 2,126.50 5,616,608.00 4/21/2015 7052.100098 7062.899902 655787700
4/22/2015 2,129.50 2,100.00 7,066,248.00 4/22/2015 7062.899902 7028.200195 785146300
4/23/2015 2,105.00 2,110.50 6,524,533.00 4/23/2015 7028.200195 7053.700195 714656500
4/24/2015 2,110.50 2,092.00 13,067,348.00 4/24/2015 7053.700195 7070.700195 796682000
event_date
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
3/20/2017
 Glencore PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume
1/17/2012 404.2 405.45 10012469 1/17/2012 5657.399902 5694 1232187300
1/18/2012 405 415.4 8428015 1/18/2012 5694 5702.399902 792321000
1/19/2012 413.25 430 7570211 1/19/2012 5702.399902 5741.200195 1404271200
1/20/2012 430 423.05 7208475 1/20/2012 5741.200195 5728.600098 1315166200
1/23/2012 425 435.85 6956538 1/23/2012 5728.600098 5782.600098 852459600
1/24/2012 433.5 427.1 4618945 1/24/2012 5782.600098 5751.899902 916105000
1/25/2012 427.5 418.45 5120392 1/25/2012 5751.899902 5723 884691100
1/26/2012 420 434.3 8192628 1/26/2012 5723 5795.200195 874328700
1/27/2012 430.95 425.35 4082097 1/27/2012 5795.200195 5733.5 790045200
1/30/2012 420.3 415 5981992 1/30/2012 5733.5 5671.100098 778100000
1/31/2012 424.55 411.2 7528489 1/31/2012 5671.100098 5681.600098 1018319100
2/1/2012 415.9 431.75 6330263 2/1/2012 5681.600098 5790.700195 985247100
2/2/2012 442.65 461.7 45484719 2/2/2012 5790.700195 5796.100098 967388600
2/3/2012 457.7 482.55 15675538 2/3/2012 5796.100098 5901.100098 1156774200
2/6/2012 478 460.75 11927946 2/6/2012 5901.100098 5892.200195 828464600
2/7/2012 461.05 443.25 36079969 2/7/2012 5892.200195 5890.299805 785340700
2/8/2012 446.1 434.45 11910283 2/8/2012 5890.299805 5875.899902 809267800
2/9/2012 438.85 442.95 7193845 2/9/2012 5875.899902 5895.5 973462200
2/10/2012 437.4 435.2 4580151 2/10/2012 5895.5 5852.399902 948790300
2/13/2012 438 429.25 8826585 2/13/2012 5852.399902 5905.700195 641643100
2/14/2012 431.5 423.55 13132003 2/14/2012 5905.700195 5899.899902 832567200
2/15/2012 428.35 422 6666687 2/15/2012 5899.899902 5892.200195 801550200
2/16/2012 420.75 426.6 11904342 2/16/2012 5892.200195 5885.399902 751180400
2/17/2012 428.7 430 8891104 2/17/2012 5885.399902 5905.100098 1101911000
2/20/2012 435.4 436.45 5072509 2/20/2012 5905.100098 5945.299805 723669700
2/21/2012 439.35 438.35 8373241 2/21/2012 5945.299805 5928.200195 846269200
2/22/2012 439.25 440.35 7488217 2/22/2012 5928.200195 5916.600098 872089000
2/23/2012 442.25 438.1 6728588 2/23/2012 5916.600098 5937.899902 1071356900
event_date
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
2/7/2012
 London Stock Exchange Group PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume event_date
7/10/2019 5702 5668 410547 7/10/2019 7536.5 7530.7 5.42E+08 8/1/2019
7/11/2019 5666 5678 1249258 7/11/2019 7530.7 7509.8 5.93E+08 8/1/2019
7/12/2019 5702 5694 380612 7/12/2019 7509.8 7506 5.01E+08 8/1/2019
7/15/2019 5684 5664 493394 7/15/2019 7506 7531.7 4.83E+08 8/1/2019
7/16/2019 5676 5754 454401 7/16/2019 7531.7 7577.2 6.07E+08 8/1/2019
7/17/2019 5748 5778 556841 7/17/2019 7577.2 7535.5 5.77E+08 8/1/2019
7/18/2019 5780 5770 485937 7/18/2019 7535.5 7493.1 5.04E+08 8/1/2019
7/19/2019 5784 5752 427028 7/19/2019 7493.1 7508.7 5.76E+08 8/1/2019
7/22/2019 5740 5716 396657 7/22/2019 7508.7 7514.9 5.13E+08 8/1/2019
7/23/2019 5706 5638 1229634 7/23/2019 7514.9 7556.9 6.35E+08 8/1/2019
7/24/2019 5612 5628 604094 7/24/2019 7556.9 7501.5 6.37E+08 8/1/2019
7/25/2019 5652 5626 619986 7/25/2019 7501.5 7489.1 6.34E+08 8/1/2019
7/26/2019 5626 5672 235626 7/26/2019 7489.1 7549.1 7.76E+08 8/1/2019
7/29/2019 6100 6542 1895144 7/29/2019 7549.1 7686.6 7.59E+08 8/1/2019
7/30/2019 6506 6504 1708979 7/30/2019 7686.6 7646.8 8.22E+08 8/1/2019
7/31/2019 6500 6626 1482629 7/31/2019 7646.8 7586.8 1.09E+09 8/1/2019
8/1/2019 6722 7058 2000766 8/1/2019 7586.8 7584.9 8.18E+08 8/1/2019
8/2/2019 7120 6814 1820269 8/2/2019 7584.9 7407.1 1.03E+09 8/1/2019
8/5/2019 6788 6606 879967 8/5/2019 7407.1 7223.9 1.24E+09 8/1/2019
8/6/2019 6560 6598 1014089 8/6/2019 7223.9 7171.7 7.92E+08 8/1/2019
8/7/2019 6626 6790 917035 8/7/2019 7171.7 7198.7 7.36E+08 8/1/2019
8/8/2019 6800 6810 1494643 8/8/2019 7198.7 7285.9 7.26E+08 8/1/2019
8/9/2019 6804 6840 642026 8/9/2019 7285.9 7253.9 7.95E+08 8/1/2019
8/12/2019 6976 6790 508125 8/12/2019 7253.9 7226.7 5.85E+08 8/1/2019
8/13/2019 6730 6748 618171 8/13/2019 7226.7 7250.9 6.98E+08 8/1/2019
8/14/2019 6804 6728 700014 8/14/2019 7250.9 7147.9 8.12E+08 8/1/2019
8/15/2019 6726 6722 599967 8/15/2019 7147.9 7067 8.78E+08 8/1/2019
8/16/2019 6730 6852 797131 8/16/2019 7067 7117.2 6.52E+08 8/1/2019
 Vodafone Group FTSE 100 Data
Date Open Close Volume Date Open Close Volume
1/25/2016 221.10 218.50 42232678 1/25/2016 5900 5877 803777200
1/26/2016 215.95 218.65 56166155 1/26/2016 5877 5911.5 852296000
1/27/2016 219.30 223.20 47934796 1/27/2016 5911.5 5990.399902 875026000
1/28/2016 222.90 215.30 70892376 1/28/2016 5990.399902 5931.799805 892436800
1/29/2016 218.55 223.90 77295556 1/29/2016 5931.799805 6083.799805 988153400
2/1/2016 223.70 225.45 59763128 2/1/2016 6083.799805 6060.100098 808643200
2/2/2016 225.45 221.55 103912946 2/2/2016 6060.100098 5922 986962800
2/3/2016 220.25 212.90 107948240 2/3/2016 5922 5837.100098 996202200
2/4/2016 217.00 210.25 100343195 2/4/2016 5837.100098 5898.799805 1021666600
2/5/2016 211.50 207.00 78756610 2/5/2016 5898.799805 5848.100098 954158300
2/8/2016 208.05 200.20 78357898 2/8/2016 5848.100098 5689.399902 995838800
2/9/2016 201.15 201.15 71339138 2/9/2016 5689.399902 5632.200195 1146904600
2/10/2016 203.25 202.10 54145053 2/10/2016 5632.200195 5672.299805 994634100
2/11/2016 201.25 200.60 70094745 2/11/2016 5672.299805 5537 1068310100
2/12/2016 202.60 205.45 61097833 2/12/2016 5537 5707.600098 1083597100
2/15/2016 209.40 209.45 61308115 2/15/2016 5707.600098 5824.299805 724655800
2/16/2016 209.50 211.00 60244211 2/16/2016 5824.299805 5862.200195 771095900
2/17/2016 212.40 217.30 57840548 2/17/2016 5862.200195 6030.299805 948753000
2/18/2016 215.00 215.55 84946290 2/18/2016 6030.299805 5972 809867000
2/19/2016 215.95 212.95 59956670 2/19/2016 5972 5950.200195 692901300
2/22/2016 215.15 215.65 48586560 2/22/2016 5950.200195 6037.700195 822107000
2/23/2016 215.50 213.90 52978186 2/23/2016 6037.700195 5962.299805 747386200
2/24/2016 214.00 210.85 54532165 2/24/2016 5962.299805 5867.200195 834682500
2/25/2016 214.00 218.00 48105857 2/25/2016 5867.200195 6012.799805 999956900
2/26/2016 220.00 218.85 40987128 2/26/2016 6012.799805 6096 858937600
2/29/2016 217.05 219.70 53118241 2/29/2016 6096 6097.100098 941705500
3/1/2016 220.20 222.60 44552977 3/1/2016 6097.100098 6152.899902 933626200
3/2/2016 224.00 221.70 33511472 3/2/2016 6152.899902 6147.100098 904552300
3/3/2016 222.00 221.25 30756925 3/3/2016 6147.100098 6130.5 902840400
event_date
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
2/15/2016
 Unilever PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume Event_date
5/21/2020 51.39 50.84 1287600 5/21/2020 6067.2 6015.3 1.14E+09 6/11/2020
5/22/2020 50.36 50.77 991300 5/22/2020 6015.3 5993.3 9.86E+08 6/11/2020
5/26/2020 51.5 51.08 1110400 5/26/2020 5993.3 6067.8 1.25E+09 6/11/2020
5/27/2020 50.78 52.24 1685100 5/27/2020 6067.8 6144.3 1.56E+09 6/11/2020
5/28/2020 53.27 53.61 2425100 5/28/2020 6144.3 6218.8 1.21E+09 6/11/2020
5/29/2020 54.49 54.05 1530600 5/29/2020 6218.8 6076.6 2.25E+09 6/11/2020
6/1/2020 54.23 54.39 824400 6/1/2020 6076.6 6166.4 7.42E+08 6/11/2020
6/2/2020 54.57 54.65 859700 6/2/2020 6166.4 6220.1 1.19E+09 6/11/2020
6/3/2020 55.19 55.69 991500 6/3/2020 6220.1 6382.4 1.23E+09 6/11/2020
6/4/2020 55.83 55.72 923600 6/4/2020 6382.4 6341.4 1.04E+09 6/11/2020
6/5/2020 56.42 56.25 932900 6/5/2020 6341.4 6484.3 1.4E+09 6/11/2020
6/8/2020 56.07 56.53 825900 6/8/2020 6484.3 6472.6 1.31E+09 6/11/2020
6/9/2020 55.42 55.6 760000 6/9/2020 6472.6 6335.7 1.32E+09 6/11/2020
6/10/2020 56.45 56.36 1061000 6/10/2020 6335.7 6329.1 1.12E+09 6/11/2020
6/11/2020 55.28 54.71 4120200 6/11/2020 6329.1 6076.7 1.12E+09 6/11/2020
6/12/2020 54.79 54.75 4006100 6/12/2020 6076.7 6105.2 1.06E+09 6/11/2020
6/15/2020 54.06 55.02 1420900 6/15/2020 6105.2 6064.7 9.08E+08 6/11/2020
6/16/2020 56.05 56.29 1441400 6/16/2020 6064.7 6242.8 1.03E+09 6/11/2020
6/17/2020 56.85 57.03 2247400 6/17/2020 6242.8 6253.3 8.63E+08 6/11/2020
6/18/2020 57.12 56.85 1512300 6/18/2020 6253.3 6224.1 7.83E+08 6/11/2020
6/19/2020 58.15 57.37 986800 6/19/2020 6224.1 6292.6 1.69E+09 6/11/2020
6/22/2020 57.9 57.2 825000 6/22/2020 6292.6 6244.6 7.93E+08 6/11/2020
6/23/2020 57.29 57.21 1026800 6/23/2020 6244.6 6320.1 6.85E+08 6/11/2020
6/24/2020 57.21 56.3 1430600 6/24/2020 6320.1 6123.7 7.69E+08 6/11/2020
6/25/2020 56.3 56.52 1021100 6/25/2020 6123.7 6147.1 8.14E+08 6/11/2020
6/26/2020 57.08 56.14 884300 6/26/2020 6147.1 6159.3 6.99E+08 6/11/2020
 Aon PLC FTSE 100 Data
Date Open Close Volume Date Open Close Volume
2/19/2020 20.73 20.73 0 2/19/2020 7382 7457 602975900
2/20/2020 20.73 20.73 200 2/20/2020 7457 7436.600098 780481500
2/21/2020 20.73 20.73 0 2/21/2020 7436.600098 7403.899902 872594700
2/24/2020 20.73 20.73 100 2/24/2020 7403.899902 7156.799805 1081479400
2/25/2020 20.73 20.73 0 2/25/2020 7156.799805 7017.899902 976469000
2/26/2020 20.73 20.73 0 2/26/2020 7017.899902 7042.5 982409600
2/27/2020 20.73 20.73 0 2/27/2020 7042.5 6796.399902 1224827000
2/28/2020 18.17 18.17 500 2/28/2020 6796.399902 6580.600098 1979835300
3/2/2020 19.01 18.96 600 3/2/2020 6580.600098 6654.899902 1770844200
3/3/2020 18.07 17.85 1000 3/3/2020 6654.899902 6718.200195 1277190200
3/4/2020 18.26 18.33 300 3/4/2020 6718.200195 6815.600098 1115783100
3/5/2020 18.33 18.33 25900 3/5/2020 6815.600098 6705.399902 1146893100
3/6/2020 18.33 18.33 0 3/6/2020 6705.399902 6462.600098 1377953500
3/9/2020 17.75 17.75 600 3/9/2020 6462.600098 5965.799805 2098798700
3/10/2020 17.75 17.75 0 3/10/2020 5965.799805 5960.200195 1729622400
3/11/2020 17.75 17.75 0 3/11/2020 5960.200195 5876.5 1507518600
3/12/2020 16.88 16.7 26900 3/12/2020 5876.5 5237.5 2209275500
3/13/2020 17.64 17.6 1700 3/13/2020 5237.5 5366.100098 1935105000
3/16/2020 17.6 16.84 1000 3/16/2020 5366.100098 5151.100098 2111567500
3/17/2020 18.99 19.65 1000 3/17/2020 5151.100098 5294.899902 1941164900
3/18/2020 18.58 18.58 300 3/18/2020 5294.899902 5080.600098 1837075100
3/19/2020 21.84 21.84 36700 3/19/2020 5080.600098 5151.600098 1963412200
3/20/2020 19.68 21.12 1000 3/20/2020 5151.600098 5190.799805 2585565700
3/23/2020 17.98 19.2 3400 3/23/2020 5190.799805 4993.899902 1629604900
3/24/2020 18.89 20.14 2700 3/24/2020 4993.899902 5446 1582421000
3/25/2020 19.48 19.48 2800 3/25/2020 5446 5688.200195 1860995600
3/26/2020 21.74 21.74 500 3/26/2020 5688.200195 5815.700195 1536739000
Event_date
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
3/9/2020
Id Company Date Closing_price FTS100 Event_date stock_ret
1 Anheuser 10/29/2015 107.45 6,437.80 10/10/2015 -0.001395
1 Anheuser 10/28/2015 107.60 6,437.80 10/10/2015 0.013567
1 Anheuser 10/27/2015 106.15 6,365.30 10/10/2015 -0.003761
1 Anheuser 10/26/2015 106.55 6,417.00 10/10/2015 -0.005615
1 Anheuser 10/23/2015 107.15 6,444.10 10/10/2015 0.025043
1 Anheuser 10/22/2015 104.50 6,376.30 10/10/2015 0.031594
1 Anheuser 10/21/2015 101.25 6,348.40 10/10/2015 -0.011294
1 Anheuser 10/20/2015 102.40 6,345.10 10/10/2015 -0.000488
1 Anheuser 10/19/2015 102.45 6,352.30 10/10/2015 0.010302
1 Anheuser 10/16/2015 101.40 6,378.00 10/10/2015 0.002469
1 Anheuser 10/15/2015 101.15 6,338.70 10/10/2015 0.004955
1 Anheuser 10/14/2015 100.65 6,269.60 10/10/2015 0.006479
1 Anheuser 10/13/2015 100.00 6,342.30 10/10/2015 0.016638
1 Anheuser 10/12/2015 98.35 6,371.20 10/10/2015 0.000508
1 Anheuser 10/9/2015 98.30 6,416.20 10/10/2015 0.008172
1 Anheuser 10/8/2015 97.50 6,374.80 10/10/2015 -0.011726
1 Anheuser 10/7/2015 98.65 6,336.40 10/10/2015 0.005999
1 Anheuser 10/6/2015 98.06 6,326.20 10/10/2015 -0.003258
1 Anheuser 10/5/2015 98.38 6,298.90 10/10/2015 0.02741
1 Anheuser 10/2/2015 95.72 6,130.00 10/10/2015 0.015052
1 Anheuser 10/1/2015 94.29 6,072.50 10/10/2015 -0.006659
1 Anheuser 9/30/2015 94.92 6,061.60 10/10/2015 0.014538
1 Anheuser 9/29/2015 93.55 5,909.20 10/10/2015 -0.028349
1 Anheuser 9/28/2015 96.24 5,958.90 10/10/2015 -0.010131
1 Anheuser 9/25/2015 97.22 6,109.00 10/10/2015 0.028377
1 Anheuser 9/24/2015 94.50 5,961.50 10/10/2015 -0.025183
1 Anheuser 9/23/2015 96.91 6,032.20 10/10/2015 0.01152
1 Anheuser 9/22/2015 95.80 5,935.80 10/10/2015 -0.02891
1 Anheuser 9/21/2015 98.61 6,108.70 10/10/2015
2 Royal_dutch 4/24/2015 2,092.00 7,070.70 4/8/2015 -0.008804
2 Royal_dutch 4/23/2015 2,110.50 7,053.70 4/8/2015 0.004988
2 Royal_dutch 4/22/2015 2,100.00 7,028.20 4/8/2015 -0.01254
2 Royal_dutch 4/21/2015 2,126.50 7,062.90 4/8/2015 -0.008895
2 Royal_dutch 4/20/2015 2,145.50 7,052.10 4/8/2015 0.011721
2 Royal_dutch 4/17/2015 2,120.50 6,994.60 4/8/2015 -0.011255
2 Royal_dutch 4/16/2015 2,144.50 7,060.50 4/8/2015 0.010547
2 Royal_dutch 4/15/2015 2,122.00 7,096.80 4/8/2015 0.017111
2 Royal_dutch 4/14/2015 2,086.00 7,075.30 4/8/2015 0.009876
2 Royal_dutch 4/13/2015 2,065.50 7,064.30 4/8/2015 0.008509
2 Royal_dutch 4/10/2015 2,048.00 7,089.80 4/8/2015 0.007843
2 Royal_dutch 4/9/2015 2,032.00 7,015.40 4/8/2015 0.006171
2 Royal_dutch 4/8/2015 2,019.50 6,937.40 4/8/2015 -0.089464
2 Royal_dutch 4/7/2015 2,208.50 6,961.80 4/8/2015 0.037836
2 Royal_dutch 4/2/2015 2,126.50 6,833.50 4/8/2015 -0.002583
2 Royal_dutch 4/1/2015 2,132.00 6,809.50 4/8/2015 0.015599
2 Royal_dutch 3/31/2015 2,099.00 6,773.00 4/8/2015 -0.024007
2 Royal_dutch 3/30/2015 2,150.00 6,891.40 4/8/2015 0.008642
2 Royal_dutch 3/27/2015 2,131.50 6,855.00 4/8/2015 -0.017901
2 Royal_dutch 3/26/2015 2,170.00 6,895.30 4/8/2015 -0.013957
2 Royal_dutch 3/25/2015 2,200.50 6,991.00 4/8/2015 0.005011
2 Royal_dutch 3/24/2015 2,189.50 7,019.70 4/8/2015 -0.011579
2 Royal_dutch 3/23/2015 2,215.00 7,037.70 4/8/2015 0.020065
2 Royal_dutch 3/20/2015 2,171.00 7,022.50 4/8/2015 0.014382
2 Royal_dutch 3/19/2015 2,140.00 6,962.30 4/8/2015 0.010334
2 Royal_dutch 3/18/2015 2,118.00 6,945.20 4/8/2015
3 BAT_plc 2/3/2017 4,963.00 7,188.30 1/17/2017 0.010736
3 BAT_plc 2/2/2017 4,910.00 7,140.80 1/17/2017 0.009104
3 BAT_plc 2/1/2017 4,865.50 7,107.70 1/17/2017 -0.006964
3 BAT_plc 1/31/2017 4,899.50 7,099.20 1/17/2017 0.000612
3 BAT_plc 1/30/2017 4,896.50 7,118.50 1/17/2017 -0.004889
3 BAT_plc 1/27/2017 4,920.50 7,184.50 1/17/2017 -0.001827
3 BAT_plc 1/26/2017 4,929.50 7,161.50 1/17/2017 0.007228
3 BAT_plc 1/25/2017 4,894.00 7,164.40 1/17/2017 0.019394
3 BAT_plc 1/24/2017 4,800.00 7,150.30 1/17/2017 0.006899
3 BAT_plc 1/23/2017 4,767.00 7,151.20 1/17/2017 0.00147
3 BAT_plc 1/20/2017 4,760.00 7,198.40 1/17/2017 0.005477
3 BAT_plc 1/19/2017 4,734.00 7,208.40 1/17/2017 0.02135
3 BAT_plc 1/18/2017 4,634.00 7,247.60 1/17/2017 0.011721
3 BAT_plc 1/17/2017 4,580.00 7,220.40 1/17/2017 -0.039074
3 BAT_plc 1/16/2017 4,762.50 7,327.10 1/17/2017 0.006953
3 BAT_plc 1/13/2017 4,729.50 7,337.80 1/17/2017 0.005194
3 BAT_plc 1/12/2017 4,705.00 7,292.40 1/17/2017 -0.001699
3 BAT_plc 1/11/2017 4,713.00 7,290.50 1/17/2017 0.008737
3 BAT_plc 1/10/2017 4,672.00 7,275.50 1/17/2017 -0.000642
3 BAT_plc 1/9/2017 4,675.00 7,237.80 1/17/2017 0.021841
3 BAT_plc 1/6/2017 4,574.00 7,210.10 1/17/2017 -0.001311
3 BAT_plc 1/5/2017 4,580.00 7,195.30 1/17/2017 -0.002508
3 BAT_plc 1/4/2017 4,591.50 7,189.70 1/17/2017 -0.004455
3 BAT_plc 1/3/2017 4,612.00 7,177.90 1/17/2017 -0.002058
3 BAT_plc 12/30/2016 4,621.50 7,142.80 1/17/2017 0.005424
3 BAT_plc 12/29/2016 4,596.50 7,120.30 1/17/2017 0.006439
3 BAT_plc 12/28/2016 4,567.00 7,106.10 1/17/2017 5.17222
4 GE_oilGas 7/19/2017 25.90 7390.2 6/30/2017 0.001858
4 GE_oilGas 7/18/2017 25.86 7404.1 6/30/2017 0.002607
4 GE_oilGas 7/17/2017 25.79 7378.4 6/30/2017 0.001493
4 GE_oilGas 7/14/2017 25.75 7413.4 6/30/2017 -0.000373
4 GE_oilGas 7/13/2017 25.76 7416.9 6/30/2017 0.00787
4 GE_oilGas 7/12/2017 25.56 7329.8 6/30/2017 0.007553
4 GE_oilGas 7/11/2017 25.37 7370 6/30/2017 0.012972
4 GE_oilGas 7/10/2017 25.04 7350.9 6/30/2017 -0.004215
4 GE_oilGas 7/7/2017 25.14 7337.3 6/30/2017 -0.0061
4 GE_oilGas 7/6/2017 25.30 7367.6 6/30/2017 -0.038767
4 GE_oilGas 7/5/2017 26.30 7357.2 6/30/2017 -0.00365
4 GE_oilGas 7/3/2017 26.39 7377.1 6/30/2017 0.016159
4 GE_oilGas 6/30/2017 25.97 7312.7 6/30/2017 -0.00037
4 GE_oilGas 6/29/2017 25.98 7350.3 6/30/2017 -0.002218
4 GE_oilGas 6/28/2017 26.04 7387.8 6/30/2017 -0.004789
4 GE_oilGas 6/27/2017 26.16 7434.4 6/30/2017 -0.014593
4 GE_oilGas 6/26/2017 26.55 7446.8 6/30/2017 0.00145
4 GE_oilGas 6/23/2017 26.51 7424.1 6/30/2017 0.000726
4 GE_oilGas 6/22/2017 26.49 7439.3 6/30/2017 -0.008314
4 GE_oilGas 6/21/2017 26.71 7447.8 6/30/2017 -0.01252
4 GE_oilGas 6/20/2017 27.05 7472.7 6/30/2017 -0.023539
4 GE_oilGas 6/19/2017 27.69 7523.8 6/30/2017 -0.00692
4 GE_oilGas 6/16/2017 27.88 7463.5 6/30/2017 0.002071
4 GE_oilGas 6/15/2017 27.83 7419.4 6/30/2017 0.008676
4 GE_oilGas 6/14/2017 27.59 7474.4 6/30/2017 0.0084
4 GE_oilGas 6/13/2017 27.36 7500.4 6/30/2017 -0.017077
4 GE_oilGas 6/12/2017 27.83 7511.9 6/30/2017
5 Vodafone 4/24/2015 2,092.00 7070.7 3/20/2017 -0.008804
5 Vodafone 4/23/2015 2,110.50 7053.7 3/20/2017 0.004988
5 Vodafone 4/22/2015 2,100.00 7028.2 3/20/2017 -0.01254
5 Vodafone 4/21/2015 2,126.50 7062.9 3/20/2017 -0.008895
5 Vodafone 4/20/2015 2,145.50 7052.1 3/20/2017 0.011721
5 Vodafone 4/17/2015 2,120.50 6994.6 3/20/2017 -0.011255
5 Vodafone 4/16/2015 2,144.50 7060.5 3/20/2017 0.010547
5 Vodafone 4/15/2015 2,122.00 7096.8 3/20/2017 0.017111
5 Vodafone 4/14/2015 2,086.00 7075.3 3/20/2017 0.009876
5 Vodafone 4/13/2015 2,065.50 7064.3 3/20/2017 0.008509
5 Vodafone 4/10/2015 2,048.00 7089.8 3/20/2017 0.007843
5 Vodafone 4/9/2015 2,032.00 7015.4 3/20/2017 0.006171
5 Vodafone 4/8/2015 2,019.50 6937.4 3/20/2017 -0.089464
5 Vodafone 4/7/2015 2,208.50 6961.8 3/20/2017 0.037836
5 Vodafone 4/2/2015 2,126.50 6833.5 3/20/2017 -0.002583
5 Vodafone 4/1/2015 2,132.00 6809.5 3/20/2017 0.015599
5 Vodafone 3/31/2015 2,099.00 6773 3/20/2017 -0.024007
5 Vodafone 3/30/2015 2,150.00 6891.4 3/20/2017 0.008642
5 Vodafone 3/27/2015 2,131.50 6855 3/20/2017 -0.017901
5 Vodafone 3/26/2015 2,170.00 6895.3 3/20/2017 -0.013957
5 Vodafone 3/25/2015 2,200.50 6991 3/20/2017 0.005011
5 Vodafone 3/24/2015 2,189.50 7019.7 3/20/2017 -0.011579
5 Vodafone 3/23/2015 2,215.00 7037.7 3/20/2017 0.020065
5 Vodafone 3/20/2015 2,171.00 7022.5 3/20/2017 0.014382
5 Vodafone 3/19/2015 2,140.00 6962.3 3/20/2017 0.010334
5 Vodafone 3/18/2015 2,118.00 6945.2 3/20/2017
6 Glencore 2/23/2012 438.100006 5937.9 2/7/2012 -0.005123
6 Glencore 2/22/2012 440.350006 5916.6 2/7/2012 0.004552
6 Glencore 2/21/2012 438.350006 5928.2 2/7/2012 0.004344
6 Glencore 2/20/2012 436.450012 5945.3 2/7/2012 0.014889
6 Glencore 2/17/2012 430 5905.1 2/7/2012 0.007938
6 Glencore 2/16/2012 426.600006 5885.4 2/7/2012 0.010842
6 Glencore 2/15/2012 422 5892.2 2/7/2012 -0.003666
6 Glencore 2/14/2012 423.549988 5899.9 2/7/2012 -0.013368
6 Glencore 2/13/2012 429.25 5905.7 2/7/2012 -0.013766
6 Glencore 2/10/2012 435.200012 5852.4 2/7/2012 -0.017651
6 Glencore 2/9/2012 442.950012 5895.5 2/7/2012 0.019376
6 Glencore 2/8/2012 434.450012 5875.9 2/7/2012 -0.020053
6 Glencore 2/7/2012 443.25 5890.3 2/7/2012 -0.038722
6 Glencore 2/6/2012 460.75 5892.2 2/7/2012 -0.046229
6 Glencore 2/3/2012 482.549988 5901.1 2/7/2012 0.044169
6 Glencore 2/2/2012 461.700012 5796.1 2/7/2012 0.067069
6 Glencore 2/1/2012 431.75 5790.7 2/7/2012 0.048767
6 Glencore 1/31/2012 411.200012 5681.6 2/7/2012 -0.009199
6 Glencore 1/30/2012 415 5671.1 2/7/2012 -0.024634
6 Glencore 1/27/2012 425.350006 5733.5 2/7/2012 -0.020823
6 Glencore 1/26/2012 434.299988 5795.2 2/7/2012 0.037178
6 Glencore 1/25/2012 418.450012 5723 2/7/2012 -0.020461
6 Glencore 1/24/2012 427.100006 5751.9 2/7/2012 -0.02028
6 Glencore 1/23/2012 435.850006 5782.6 2/7/2012 0.029808
6 Glencore 1/20/2012 423.049988 5728.6 2/7/2012 -0.016295
6 Glencore 1/19/2012 430 5741.2 2/7/2012 0.034543
6 Glencore 1/18/2012 415.399994 5702.4 2/7/2012 0.024244
6 Glencore 1/17/2012 405.450012 5694 2/7/2012
7 LSE_group 8/16/2019 6852 7117.2 8/1/2019 0.019155
7 LSE_group 8/15/2019 6722 7067 8/1/2019 -0.000892
7 LSE_group 8/14/2019 6728 7147.9 8/1/2019 -0.002968
7 LSE_group 8/13/2019 6748 7250.9 8/1/2019 -0.006205
7 LSE_group 8/12/2019 6790 7226.7 8/1/2019 -0.007337
7 LSE_group 8/9/2019 6840 7253.9 8/1/2019 0.004396
7 LSE_group 8/8/2019 6810 7285.9 8/1/2019 0.002941
7 LSE_group 8/7/2019 6790 7198.7 8/1/2019 0.028684
7 LSE_group 8/6/2019 6598 7171.7 8/1/2019 -0.001212
7 LSE_group 8/5/2019 6606 7223.9 8/1/2019 -0.031001
7 LSE_group 8/2/2019 6814 7407.1 8/1/2019 -0.035182
7 LSE_group 8/1/2019 7058 7584.9 8/1/2019 0.06316
7 LSE_group 7/31/2019 6626 7586.8 8/1/2019 0.018584
7 LSE_group 7/30/2019 6504 7646.8 8/1/2019 -0.005826
7 LSE_group 7/29/2019 6542 7686.6 8/1/2019 0.142701
7 LSE_group 7/26/2019 5672 7549.1 8/1/2019 0.008143
7 LSE_group 7/25/2019 5626 7489.1 8/1/2019 -0.000355
7 LSE_group 7/24/2019 5628 7501.5 8/1/2019 -0.001775
7 LSE_group 7/23/2019 5638 7556.9 8/1/2019 -0.01374
7 LSE_group 7/22/2019 5716 7514.9 8/1/2019 -0.006278
7 LSE_group 7/19/2019 5752 7508.7 8/1/2019 -0.003124
7 LSE_group 7/18/2019 5770 7493.1 8/1/2019 -0.001386
7 LSE_group 7/17/2019 5778 7535.5 8/1/2019 0.004162
7 LSE_group 7/16/2019 5754 7577.2 8/1/2019 0.015765
7 LSE_group 7/15/2019 5664 7531.7 8/1/2019 -0.005283
7 LSE_group 7/12/2019 5694 7506 8/1/2019 0.002814
7 LSE_group 7/11/2019 5678 7509.8 8/1/2019 0.001763
7 LSE_group 7/10/2019 5668 7530.7 8/1/2019
8 Vodfone_group_2 3/3/2016 221.25 6130.5 2/15/2016 -0.002032
8 Vodfone_group_2 3/2/2016 221.70 6147.1 2/15/2016 -0.004051
8 Vodfone_group_2 3/1/2016 222.60 6152.9 2/15/2016 0.013114
8 Vodfone_group_2 2/29/2016 219.70 6097.1 2/15/2016 0.003876
8 Vodfone_group_2 2/26/2016 218.85 6096 2/15/2016 0.003892
8 Vodfone_group_2 2/25/2016 218.00 6012.8 2/15/2016 0.033348
8 Vodfone_group_2 2/24/2016 210.85 5867.2 2/15/2016 -0.014362
8 Vodfone_group_2 2/23/2016 213.90 5962.3 2/15/2016 -0.008148
8 Vodfone_group_2 2/22/2016 215.65 6037.7 2/15/2016 0.012599
8 Vodfone_group_2 2/19/2016 212.95 5950.2 2/15/2016 -0.012136
8 Vodfone_group_2 2/18/2016 215.55 5972 2/15/2016 -0.008086
8 Vodfone_group_2 2/17/2016 217.30 6030.3 2/15/2016 0.029421
8 Vodfone_group_2 2/16/2016 211.00 5862.2 2/15/2016 0.007373
8 Vodfone_group_2 2/15/2016 209.45 5824.3 2/15/2016 0.019282
8 Vodfone_group_2 2/12/2016 205.45 5707.6 2/15/2016 0.02389
8 Vodfone_group_2 2/11/2016 200.60 5537 2/15/2016 -0.00745
8 Vodfone_group_2 2/10/2016 202.10 5672.3 2/15/2016 0.004712
8 Vodfone_group_2 2/9/2016 201.15 5632.2 2/15/2016 0.004734
8 Vodfone_group_2 2/8/2016 200.20 5689.4 2/15/2016 -0.033402
8 Vodfone_group_2 2/5/2016 207.00 5848.1 2/15/2016 -0.015579
8 Vodfone_group_2 2/4/2016 210.25 5898.8 2/15/2016 -0.012525
8 Vodfone_group_2 2/3/2016 212.90 5837.1 2/15/2016 -0.039826
8 Vodfone_group_2 2/2/2016 221.55 5922 2/15/2016 -0.01745
8 Vodfone_group_2 2/1/2016 225.45 6060.1 2/15/2016 0.006899
8 Vodfone_group_2 1/29/2016 223.90 6083.8 2/15/2016 0.039167
8 Vodfone_group_2 1/28/2016 215.30 5931.8 2/15/2016 -0.036036
8 Vodfone_group_2 1/27/2016 223.20 5990.4 2/15/2016 0.020596
8 Vodfone_group_2 1/26/2016 218.65 5911.5 2/15/2016 0.000686
8 Vodfone_group_2 1/25/2016 218.50 5877 2/15/2016
9 Unilever 6/26/2020 56.139999 6159.3 6/11/2020 -0.006746
9 Unilever 6/25/2020 56.52 6147.1 6/11/2020 0.0039
9 Unilever 6/24/2020 56.299999 6123.7 6/11/2020 -0.016034
9 Unilever 6/23/2020 57.209999 6320.1 6/11/2020 0.000175
 9 Unilever 6/22/2020 57.200001 6244.6 6/11/2020 -0.002968
9 Unilever 6/19/2020 57.369999 6292.6 6/11/2020 0.009105
9 Unilever 6/18/2020 56.849998 6224.1 6/11/2020 -0.003161
9 Unilever 6/17/2020 57.029999 6253.3 6/11/2020 0.013061
9 Unilever 6/16/2020 56.290001 6242.8 6/11/2020 0.02282
9 Unilever 6/15/2020 55.02 6064.7 6/11/2020 0.004919
9 Unilever 6/12/2020 54.75 6105.2 6/11/2020 0.000731
9 Unilever 6/11/2020 54.709999 6076.7 6/11/2020 -0.029713
9 Unilever 6/10/2020 56.360001 6329.1 6/11/2020 0.013577
9 Unilever 6/9/2020 55.599998 6335.7 6/11/2020 -0.016588
9 Unilever 6/8/2020 56.529999 6472.6 6/11/2020 0.004965
9 Unilever 6/5/2020 56.25 6484.3 6/11/2020 0.009467
9 Unilever 6/4/2020 55.720001 6341.4 6/11/2020 0.000539
9 Unilever 6/3/2020 55.689999 6382.4 6/11/2020 0.018851
9 Unilever 6/2/2020 54.650002 6220.1 6/11/2020 0.004769
9 Unilever 6/1/2020 54.389999 6166.4 6/11/2020 0.006271
9 Unilever 5/29/2020 54.049999 6076.6 6/11/2020 0.008174
9 Unilever 5/28/2020 53.610001 6218.8 6/11/2020 0.025887
9 Unilever 5/27/2020 52.240002 6144.3 6/11/2020 0.022455
9 Unilever 5/26/2020 51.080002 6067.8 6/11/2020 0.006087
9 Unilever 5/22/2020 50.77 5993.3 6/11/2020 -0.001378
9 Unilever 5/21/2020 50.84 6015.3 6/11/2020
10 Aon_plc 3/26/2020 21.74 5815.7 3/9/2020 0.109766
10 Aon_plc 3/25/2020 19.48 5688.2 3/9/2020 -0.03332
10 Aon_plc 3/24/2020 20.139999 5446 3/9/2020 0.047798
10 Aon_plc 3/23/2020 19.200001 4993.9 3/9/2020 -0.09531
10 Aon_plc 3/20/2020 21.120001 5190.8 3/9/2020 -0.033523
10 Aon_plc 3/19/2020 21.84 5151.6 3/9/2020 0.161657
10 Aon_plc 3/18/2020 18.58 5080.6 3/9/2020 -0.055992
10 Aon_plc 3/17/2020 19.65 5294.9 3/9/2020 0.15432
10 Aon_plc 3/16/2020 16.84 5151.1 3/9/2020 -0.044142
10 Aon_plc 3/13/2020 17.6 5366.1 3/9/2020 0.05249
10 Aon_plc 3/12/2020 16.700001 5237.5 3/9/2020 -0.060977
10 Aon_plc 3/11/2020 17.75 5876.5 3/9/2020 0
10 Aon_plc 3/10/2020 17.75 5960.2 3/9/2020 0
10 Aon_plc 3/9/2020 17.75 5965.8 3/9/2020 -0.032154
10 Aon_plc 3/6/2020 18.33 6462.6 3/9/2020 0
10 Aon_plc 3/5/2020 18.33 6705.4 3/9/2020 0
10 Aon_plc 3/4/2020 18.33 6815.6 3/9/2020 0.026536
10 Aon_plc 3/3/2020 17.85 6718.2 3/9/2020 -0.060328
10 Aon_plc 3/2/2020 18.959999 6654.9 3/9/2020 0.04256
10 Aon_plc 2/28/2020 18.17 6580.6 3/9/2020 -0.13181
10 Aon_plc 2/27/2020 20.73 6796.4 3/9/2020 0
10 Aon_plc 2/26/2020 20.73 7042.5 3/9/2020 0
10 Aon_plc 2/25/2020 20.73 7017.9 3/9/2020 0
10 Aon_plc 2/24/2020 20.73 7156.8 3/9/2020 0
10 Aon_plc 2/21/2020 20.73 7403.9 3/9/2020 0
10 Aon_plc 2/20/2020 20.73 7436.6 3/9/2020 0
10 Aon_plc 2/19/2020 20.73 7457 3/9/2020
mkt_ret alpha beta exp_ret abn_ret Event_grouping
0 0.00146 0.856863 0.00146 -0.002855 2
0.011326 0.00146 0.856863 0.011165 0.002403 2
-0.008089 0.00146 0.856863 -0.005471 0.00171 2
-0.004214 0.00146 0.856863 -0.002151 -0.003465 2
0.010577 0.00146 0.856863 0.010523 0.014519 2
0.004385 0.00146 0.856863 0.005218 0.026376 2
0.00052 0.00146 0.856863 0.001906 -0.0132 2
-0.001134 0.00146 0.856863 0.000489 -0.000977 2
-0.004038 0.00146 0.856863 -0.001999 0.012301 2
0.006181 0.00146 0.856863 0.006757 -0.004288 2
0.010961 0.00146 0.856863 0.010853 -0.005897 2
-0.011529 0.00146 0.856863 -0.008418 0.014897 2
-0.004546 0.00146 0.856863 -0.002435 0.019073 2
-0.007038 0.00146 0.856863 -0.00457 0.005079 2
0.006473 0.00146 0.856863 0.007007 0.001164 1
0.006042 0.00146 0.856863 0.006637 -0.018363 1
0.001611 0.00146 0.856863 0.002841 0.003158 1
0.004325 0.00146 0.856863 0.005166 -0.008424 1
0.02718 0.00146 0.856863 0.02475 0.00266 1
0.009424 0.00146 0.856863 0.009536 0.005516 1
0.001797 0.00146 0.856863 0.003 -0.009659 1
0.025463 0.00146 0.856863 0.023279 -0.008741 1
-0.008375 0.00146 0.856863 -0.005716 -0.022633 1
-0.024877 0.00146 0.856863 -0.019856 0.009725 1
0.024441 0.00146 0.856863 0.022403 0.005974 1
-0.01179 0.00146 0.856863 -0.008642 -0.016541 1
0.01611 0.00146 0.856863 0.015264 -0.003744 1
-0.028712 0.00146 0.856863 -0.023142 -0.005768 1
0.00146 0.856863 1
0.002407 -0.001634 1.591257 0.002196 -0.011001 2
0.003622 -0.001634 1.591257 0.004129 0.000859 2
-0.004925 -0.001634 1.591257 -0.009471 -0.003069 2
0.00153 -0.001634 1.591257 0.000801 -0.009696 2
0.008187 -0.001634 1.591257 0.011394 0.000327 2
-0.009377 -0.001634 1.591257 -0.016556 0.005301 2
-0.005128 -0.001634 1.591257 -0.009794 0.020341 2
0.003034 -0.001634 1.591257 0.003194 0.013917 2
0.001556 -0.001634 1.591257 0.000842 0.009034 2
-0.003603 -0.001634 1.591257 -0.007368 0.015876 2
0.010549 -0.001634 1.591257 0.015153 -0.00731 2
0.011181 -0.001634 1.591257 0.016157 -0.009987 2
-0.003511 -0.001634 1.591257 -0.007221 -0.082243 2
0.018601 -0.001634 1.591257 0.027965 0.009871 1
0.003518 -0.001634 1.591257 0.003965 -0.006548 1
 0.005375 -0.001634 1.591257 0.006918 0.008681 1
-0.01733 -0.001634 1.591257 -0.029211 0.005204 1
0.005296 -0.001634 1.591257 0.006793 0.001849 1
-0.005862 -0.001634 1.591257 -0.010961 -0.00694 1
-0.013784 -0.001634 1.591257 -0.023567 0.00961 1
-0.004097 -0.001634 1.591257 -0.008153 0.013165 1
-0.002561 -0.001634 1.591257 -0.005709 -0.00587 1
0.002162 -0.001634 1.591257 0.001807 0.018258 1
0.008609 -0.001634 1.591257 0.012066 0.002316 1
0.002459 -0.001634 1.591257 0.002279 0.008055 1
-0.001634 1.591257 1
0.00663 0.002648 1.244161 0.010897 -0.00016 2
0.004646 0.002648 1.244161 0.008428 0.000676 2
0.001197 0.002648 1.244161 0.004137 -0.0111 2
-0.002715 0.002648 1.244161 -0.00073 0.001342 2
-0.009229 0.002648 1.244161 -0.008834 0.003945 2
0.003206 0.002648 1.244161 0.006637 -0.008465 2
-0.000405 0.002648 1.244161 0.002144 0.005083 2
0.00197 0.002648 1.244161 0.005099 0.014295 2
-0.000126 0.002648 1.244161 0.002491 0.004408 2
-0.006579 0.002648 1.244161 -0.005537 0.007006 2
-0.001388 0.002648 1.244161 0.000921 0.004556 2
-0.005423 0.002648 1.244161 -0.0041 0.02545 2
0.00376 0.002648 1.244161 0.007326 0.004395 2
-0.014669 0.002648 1.244161 -0.015603 -0.02347 2
-0.001459 0.002648 1.244161 0.000832 0.006121 1
0.006206 0.002648 1.244161 0.01037 -0.005176 1
0.000261 0.002648 1.244161 0.002972 -0.004671 1
0.00206 0.002648 1.244161 0.00521 0.003527 1
0.005195 0.002648 1.244161 0.009112 -0.009754 1
0.003834 0.002648 1.244161 0.007419 0.014423 1
0.002055 0.002648 1.244161 0.005204 -0.006515 1
0.000779 0.002648 1.244161 0.003617 -0.006124 1
0.001643 0.002648 1.244161 0.004692 -0.009146 1
0.004902 0.002648 1.244161 0.008747 -0.010805 1
0.003155 0.002648 1.244161 0.006573 -0.001149 1
0.001996 0.002648 1.244161 0.005132 0.001307 1
0.002648 1.244161 1
-0.001879 -0.002439 0.502539 -0.003383 0.005241 2
0.003477 -0.002439 0.502539 -0.000691 0.003298 2
-0.004732 -0.002439 0.502539 -0.004817 0.006309 2
-0.000472 -0.002439 0.502539 -0.002676 0.002302 2
0.011813 -0.002439 0.502539 0.003498 0.004372 2
-0.00547 -0.002439 0.502539 -0.005187 0.01274 2
0.002595 -0.002439 0.502539 -0.001135 0.014107 2
 0.001852 -0.002439 0.502539 -0.001508 -0.002707 2
-0.004121 -0.002439 0.502539 -0.00451 -0.00159 2
0.001413 -0.002439 0.502539 -0.001729 -0.037039 2
-0.002701 -0.002439 0.502539 -0.003796 0.000146 2
0.008768 -0.002439 0.502539 0.001968 0.014191 2
-0.005129 -0.002439 0.502539 -0.005016 0.004646 2
-0.005089 -0.002439 0.502539 -0.004996 0.002778 1
-0.006288 -0.002439 0.502539 -0.005599 0.000809 1
-0.001667 -0.002439 0.502539 -0.003276 -0.011317 1
0.003053 -0.002439 0.502539 -0.000904 0.002354 1
-0.002045 -0.002439 0.502539 -0.003466 0.004192 1
-0.001142 -0.002439 0.502539 -0.003012 -0.005301 1
-0.003338 -0.002439 0.502539 -0.004116 -0.008404 1
-0.006815 -0.002439 0.502539 -0.005863 -0.017675 1
0.008047 -0.002439 0.502539 0.001605 -0.008526 1
0.005926 -0.002439 0.502539 0.00054 0.001532 1
-0.007386 -0.002439 0.502539 -0.00615 0.014826 1
-0.003473 -0.002439 0.502539 -0.004184 0.012584 1
-0.001532 -0.002439 0.502539 -0.003209 -0.013868 1
-0.002439 0.502539 1
0.002407 -0.001634 1.591257 0.002196 -0.011001 1
0.003622 -0.001634 1.591257 0.004129 0.000859 1
-0.004925 -0.001634 1.591257 -0.009471 -0.003069 1
0.00153 -0.001634 1.591257 0.000801 -0.009696 1
0.008187 -0.001634 1.591257 0.011394 0.000327 1
-0.009377 -0.001634 1.591257 -0.016556 0.005301 1
-0.005128 -0.001634 1.591257 -0.009794 0.020341 1
0.003034 -0.001634 1.591257 0.003194 0.013917 1
0.001556 -0.001634 1.591257 0.000842 0.009034 1
-0.003603 -0.001634 1.591257 -0.007368 0.015876 1
0.010549 -0.001634 1.591257 0.015153 -0.00731 1
0.011181 -0.001634 1.591257 0.016157 -0.009987 1
-0.003511 -0.001634 1.591257 -0.007221 -0.082243 1
0.018601 -0.001634 1.591257 0.027965 0.009871 1
0.003518 -0.001634 1.591257 0.003965 -0.006548 1
0.005375 -0.001634 1.591257 0.006918 0.008681 1
-0.01733 -0.001634 1.591257 -0.029211 0.005204 1
0.005296 -0.001634 1.591257 0.006793 0.001849 1
-0.005862 -0.001634 1.591257 -0.010961 -0.00694 1
-0.013784 -0.001634 1.591257 -0.023567 0.00961 1
-0.004097 -0.001634 1.591257 -0.008153 0.013165 1
-0.002561 -0.001634 1.591257 -0.005709 -0.00587 1
0.002162 -0.001634 1.591257 0.001807 0.018258 1
0.008609 -0.001634 1.591257 0.012066 0.002316 1
0.002459 -0.001634 1.591257 0.002279 0.008055 1
 -0.001634 1.591257 1
0.003594 -0.001086 2.545792 0.008062 -0.013185 2
-0.001959 -0.001086 2.545792 -0.006073 0.010625 2
-0.00288 -0.001086 2.545792 -0.008419 0.012763 2
0.006785 -0.001086 2.545792 0.016186 -0.001297 2
0.003342 -0.001086 2.545792 0.007421 0.000517 2
-0.001155 -0.001086 2.545792 -0.004026 0.014868 2
-0.001306 -0.001086 2.545792 -0.004411 0.000745 2
-0.000983 -0.001086 2.545792 -0.003588 -0.00978 2
0.009066 -0.001086 2.545792 0.021994 -0.035761 2
-0.007338 -0.001086 2.545792 -0.019766 0.002115 2
0.00333 -0.001086 2.545792 0.007392 0.011984 2
-0.002448 -0.001086 2.545792 -0.007317 -0.012736 2
-0.000323 -0.001086 2.545792 -0.001907 -0.036814 2
-0.001509 -0.001086 2.545792 -0.004929 -0.0413 1
0.017953 -0.001086 2.545792 0.04462 -0.000451 1
0.000932 -0.001086 2.545792 0.001287 0.065782 1
0.01902 -0.001086 2.545792 0.047336 0.001431 1
0.00185 -0.001086 2.545792 0.003623 -0.012822 1
-0.010943 -0.001086 2.545792 -0.028945 0.004311 1
-0.010704 -0.001086 2.545792 -0.028336 0.007513 1
0.012537 -0.001086 2.545792 0.03083 0.006348 1
-0.005037 -0.001086 2.545792 -0.01391 -0.006551 1
-0.005323 -0.001086 2.545792 -0.014638 -0.005642 1
0.009382 -0.001086 2.545792 0.022799 0.007009 1
-0.002197 -0.001086 2.545792 -0.00668 -0.009615 1
0.006781 -0.001086 2.545792 0.016177 0.018366 1
0.001474 -0.001086 2.545792 0.002667 0.021578 1
-0.001086 2.545792 1
0.007078 0.011227 2.008591 0.025445 -0.00629 2
-0.011383 0.011227 2.008591 -0.011636 0.010743 2
-0.014307 0.011227 2.008591 -0.01751 0.014541 2
0.003343 0.011227 2.008591 0.017942 -0.024147 2
-0.003757 0.011227 2.008591 0.003682 -0.011018 2
-0.004402 0.011227 2.008591 0.002386 0.00201 2
0.01204 0.011227 2.008591 0.035412 -0.032471 2
0.003758 0.011227 2.008591 0.018775 0.009909 2
-0.007252 0.011227 2.008591 -0.003339 0.002128 2
-0.025044 0.011227 2.008591 -0.039076 0.008075 2
-0.02372 0.011227 2.008591 -0.036417 0.001235 2
-0.00025 0.011227 2.008591 0.010724 0.052436 2
-0.007877 0.011227 2.008591 -0.004595 0.023179 1
-0.005191 0.011227 2.008591 0.0008 -0.006626 1
0.01805 0.011227 2.008591 0.047483 0.095218 1
0.00798 0.011227 2.008591 0.027255 -0.019112 1
-0.001654 0.011227 2.008591 0.007904 -0.00826 1
-0.007358 0.011227 2.008591 -0.003552 0.001777 1
0.005573 0.011227 2.008591 0.022422 -0.036162 1
0.000825 0.011227 2.008591 0.012885 -0.019163 1
0.00208 0.011227 2.008591 0.015405 -0.018529 1
-0.005643 0.011227 2.008591 -0.000106 -0.001279 1
-0.005519 0.011227 2.008591 0.000143 0.00402 1
0.006023 0.011227 2.008591 0.023325 -0.00756 1
0.003418 0.011227 2.008591 0.018093 -0.023376 1
-0.000506 0.011227 2.008591 0.010211 -0.007397 1
-0.002779 0.011227 2.008591 0.005645 -0.003882 1
0.011227 2.008591 1
-0.002704 -0.001098 1.024029 -0.003867 0.001835 2
-0.000943 -0.001098 1.024029 -0.002064 -0.001988 2
0.00911 -0.001098 1.024029 0.008231 0.004882 2
0.00018 -0.001098 1.024029 -0.000913 0.004789 2
0.013742 -0.001098 1.024029 0.012975 -0.009083 2
0.024513 -0.001098 1.024029 0.024004 0.009344 2
-0.016079 -0.001098 1.024029 -0.017563 0.003201 2
-0.012567 -0.001098 1.024029 -0.013967 0.005819 2
0.014598 -0.001098 1.024029 0.013851 -0.001252 2
-0.003657 -0.001098 1.024029 -0.004843 -0.007293 2
-0.009715 -0.001098 1.024029 -0.011046 0.00296 2
0.028272 -0.001098 1.024029 0.027853 0.001567 2
0.006486 -0.001098 1.024029 0.005544 0.001829 2
0.02024 -0.001098 1.024029 0.019629 -0.000346 2
0.030346 -0.001098 1.024029 0.029977 -0.006087 1
-0.024142 -0.001098 1.024029 -0.02582 0.01837 1
0.007094 -0.001098 1.024029 0.006167 -0.001455 1
-0.010105 -0.001098 1.024029 -0.011445 0.016179 1
-0.027512 -0.001098 1.024029 -0.029271 -0.004131 1
-0.008632 -0.001098 1.024029 -0.009937 -0.005641 1
0.010515 -0.001098 1.024029 0.00967 -0.022195 1
-0.01444 -0.001098 1.024029 -0.015885 -0.023941 1
-0.023052 -0.001098 1.024029 -0.024704 0.007254 1
-0.003903 -0.001098 1.024029 -0.005095 0.011994 1
0.025302 -0.001098 1.024029 0.024812 0.014355 1
-0.00983 -0.001098 1.024029 -0.011165 -0.024871 1
0.013259 -0.001098 1.024029 0.012479 0.008117 1
0.005853 -0.001098 1.024029 0.004896 -0.00421 1
-0.001098 1.024029 1
0.001983 0.003407 0.591782 0.00458 -0.011326 2
0.003814 0.003407 0.591782 0.005664 -0.001764 2
-0.031569 0.003407 0.591782 -0.015275 -0.000759 2
0.012018 0.003407 0.591782 0.010519 -0.010344 2
-0.007657 0.003407 0.591782 -0.001125 -0.001843 2
0.010945 0.003407 0.591782 0.009884 -0.000779 2
-0.00468 0.003407 0.591782 0.000637 -0.003798 2
0.001681 0.003407 0.591782 0.004401 0.008659 2
0.028944 0.003407 0.591782 0.020535 0.002285 2
-0.006656 0.003407 0.591782 -0.000532 0.005452 2
0.004679 0.003407 0.591782 0.006176 -0.005445 2
-0.040696 0.003407 0.591782 -0.020677 -0.009037 2
-0.001042 0.003407 0.591782 0.00279 0.010787 1
-0.021378 0.003407 0.591782 -0.009244 -0.007344 1
-0.001806 0.003407 0.591782 0.002338 0.002628 1
0.022284 0.003407 0.591782 0.016594 -0.007127 1
-0.006445 0.003407 0.591782 -0.000407 0.000946 1
0.025758 0.003407 0.591782 0.01865 0.000202 1
0.008671 0.003407 0.591782 0.008538 -0.003769 1
0.01467 0.003407 0.591782 0.012088 -0.005817 1
-0.023132 0.003407 0.591782 -0.010282 0.018456 1
0.012052 0.003407 0.591782 0.010539 0.015348 1
0.012529 0.003407 0.591782 0.010821 0.011635 1
0.012354 0.003407 0.591782 0.010717 -0.00463 1
-0.003664 0.003407 0.591782 0.001238 -0.002616 1
0.003407 0.591782 1
0.022167 0.010251 0.880771 0.029775 0.07999 2
0.043512 0.010251 0.880771 0.048575 -0.081895 2
0.086664 0.010251 0.880771 0.086582 -0.038785 2
-0.038671 0.010251 0.880771 -0.023809 -0.071501 2
0.00758 0.010251 0.880771 0.016928 -0.05045 2
0.013878 0.010251 0.880771 0.022474 0.139183 2
-0.041315 0.010251 0.880771 -0.026138 -0.029854 2
0.027534 0.010251 0.880771 0.034502 0.119818 2
-0.040891 0.010251 0.880771 -0.025765 -0.018377 2
0.024257 0.010251 0.880771 0.031616 0.020874 2
-0.115117 0.010251 0.880771 -0.091141 0.030164 2
-0.014143 0.010251 0.880771 -0.002206 0.002206 2
-0.000939 0.010251 0.880771 0.009424 -0.009424 2
-0.079989 0.010251 0.880771 -0.060201 0.028047 2
-0.036881 0.010251 0.880771 -0.022233 0.022233 1
-0.016301 0.010251 0.880771 -0.004107 0.004107 1
0.014394 0.010251 0.880771 0.022929 0.003607 1
0.009467 0.010251 0.880771 0.018589 -0.078917 1
0.011227 0.010251 0.880771 0.02014 0.02242 1
-0.032267 0.010251 0.880771 -0.018169 -0.113641 1
-0.03557 0.010251 0.880771 -0.021078 0.021078 1
0.003499 0.010251 0.880771 0.013333 -0.013333 1
-0.019599 0.010251 0.880771 -0.007011 0.007011 1
-0.033944 0.010251 0.880771 -0.019646 0.019646 1
-0.004407 0.010251 0.880771 0.006369 -0.006369 1
-0.002739 0.010251 0.880771 0.007838 -0.007838 1
0.010251 0.880771 1
-> Id = 1

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 14 -.0046912 .0026541 .0099305 -.0104249 .0010425
2 | 14 .0046912 .002982 .0111578 -.0017512 .0111335
---------+--------------------------------------------------------------------
combined | 28 -1.03e-08 .0021568 .0114126 -.0044253 .0044253
---------+--------------------------------------------------------------------
diff | -.0093823 .0039921 -.0175881 -.0011765
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -2.3502
Ho: diff = 0 degrees of freedom = 26

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.0133 Pr(|T| > |t|) = 0.0266 Pr(T > t) = 0.9867

-> Id = 2

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 12 .0048042 .0023372 .0080964 -.00034 .0099484
2 | 13 -.0044346 .0070964 .0255863 -.0198962 .011027
---------+--------------------------------------------------------------------
combined | 25 3.75e-08 .0038965 .0194825 -.0080419 .008042
---------+--------------------------------------------------------------------
diff | .0092388 .0077306 -.0067531 .0252307
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = 1.1951
Ho: diff = 0 degrees of freedom = 23

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.8779 Pr(|T| > |t|) = 0.2442 Pr(T > t) = 0.1221

-> Id = 3

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 12 -.0023302 .002167 .0075068 -.0070998 .0024394
 2 | 14 .0019973 .003051 .0114159 -.0045941 .0085886
---------+--------------------------------------------------------------------
combined | 26 -2.88e-08 .0019355 .0098693 -.0039863 .0039863
---------+--------------------------------------------------------------------
diff | -.0043275 .0038629 -.0123002 .0036452
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -1.1203
Ho: diff = 0 degrees of freedom = 24

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.1368 Pr(|T| > |t|) = 0.2737 Pr(T > t) = 0.8632

-> Id = 4

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 13 -.0020013 .0027318 .0098497 -.0079534 .0039508
2 | 13 .0020012 .0035953 .0129632 -.0058323 .0098348
---------+--------------------------------------------------------------------
combined | 26 -2.50e-08 .002248 .0114627 -.0046299 .0046299
---------+--------------------------------------------------------------------
diff | -.0040025 .0045154 -.0133219 .0053169
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -0.8864
Ho: diff = 0 degrees of freedom = 24

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.1921 Pr(|T| > |t|) = 0.3842 Pr(T > t) = 0.8079

For Vodafone, event date and actual dates are not meaningful. There might be some mistake in data collection.
ttest abn_ret , by( Event_grouping ), if Id==6

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 14 .0039969 .0062505 .0233873 -.0095065 .0175003
2 | 13 -.0043044 .0047179 .0170107 -.0145838 .0059751
---------+--------------------------------------------------------------------
combined | 27 2.22e-09 .003967 .0206131 -.0081543 .0081543
---------+--------------------------------------------------------------------
diff | .0083013 .0079246 -.0080198 .0246223
------------------------------------------------------------------------------
 diff = mean(1) - mean(2) t = 1.0475
Ho: diff = 0 degrees of freedom = 25

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.8476 Pr(|T| > |t|) = 0.3049 Pr(T > t) = 0.1524

ttest abn_ret , by( Event_grouping ), if Id==7

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 15 -.0018101 .0077903 .0301716 -.0185186 .0148984
2 | 12 .0022626 .0061465 .021292 -.0112657 .0157909
---------+--------------------------------------------------------------------
combined | 27 -1.71e-08 .0050414 .026196 -.0103628 .0103628
---------+--------------------------------------------------------------------
diff | -.0040728 .0103145 -.0253158 .0171703
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -0.3949
Ho: diff = 0 degrees of freedom = 25

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.3481 Pr(|T| > |t|) = 0.6963 Pr(T > t) = 0.6519

ttest abn_ret , by( Event_grouping ), if Id==8

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 14 -.0011617 .0039495 .0147775 -.009694 .0073706
2 | 14 .0011618 .001323 .0049501 -.0016964 .0040199
---------+--------------------------------------------------------------------
combined | 28 3.72e-08 .0020558 .0108785 -.0042182 .0042183
---------+--------------------------------------------------------------------
diff | -.0023234 .0041652 -.010885 .0062382
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -0.5578
Ho: diff = 0 degrees of freedom = 26

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.2909 Pr(|T| > |t|) = 0.5817 Pr(T > t) = 0.7091

ttest abn_ret , by( Event_grouping ), if Id==9

Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 13 .0022075 .0024722 .0089138 -.0031791 .007594
2 | 12 -.0023914 .0017624 .0061051 -.0062704 .0014876
---------+--------------------------------------------------------------------
combined | 25 1.52e-08 .0015787 .0078936 -.0032583 .0032583
---------+--------------------------------------------------------------------
diff | .0045989 .0030822 -.0017772 .0109749
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = 1.4921
Ho: diff = 0 degrees of freedom = 23

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.9254 Pr(|T| > |t|) = 0.1493 Pr(T > t) = 0.0746

ttest abn_ret , by( Event_grouping ), if Id==10

Two-sample t test with equal variances

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
1 | 12 -.0099997 .0123486 .0427767 -.0371787 .0171793
2 | 14 .0085713 .0179165 .0670373 -.0301349 .0472774
---------+--------------------------------------------------------------------
combined | 26 4.53e-08 .0111479 .0568432 -.0229594 .0229595
---------+--------------------------------------------------------------------
diff | -.018571 .0225061 -.0650212 .0278793
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = -0.8252
Ho: diff = 0 degrees of freedom = 24

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.2087 Pr(|T| > |t|) = 0.4174 Pr(T > t) = 0.7913
data collection.
We have partially followed : William A. Reese Jr. & Russell P. Robins (2017), Performing an event study: An exercise for finance
DOI:10.1080/00220485.2017.1320603

We have calculated security and market returns for each company under study. Then we have run market model regression b
captured the coefficients of each regression for each company. With the help of these coefficients, we have calculated the exp
then have to run the market model regression. However, in this analysis, we have run all regressions for the data available in s

After estimating the expected returns, we then calculated abnormal returns by deducting expected returns from actual return
Pre_merger AR= post_merger AR. Our analysis for now reveals that the merger announcement has no impact on share price

Methodology
1. First, we have to decide on estimation period to run market model regressions
2. Then we have to calculate expected returns with regression coefficients
3. Take the abnormal returns by deducting estimated expected returns from actual returns.
4. If merger has any impact, then these abnormal returns for pre and post merger should be significantly different for any com
5. Conduct a t-test to see if pre_merger Abnormal returns and post_merger abnormal returns are significantly different.

Shortcomings in this study:

1. Data has not been collected for estimation period. Indeed, estimation period was not decided
2. Data for target and acquiring companies have to be collected to check the H2. That data is not available in spreadsheet
3. These results are looking vague as the existing literature shows that merger announcements have significant impact on shar