Table 3 Text file structure

Events data

3

COMPANY, DATE, MARKET

Market data

2

Date, DJ30

Sample data

14

COMPANY, TICKER, MARKET, YEAR(t), STARTING_PRICE_YEAR(t − 1), CLOSING_PRICE_YEAR(t − 1), MARKET_CAP(t − 1), TOTAL_EQUITY(t − 1), REVENUES(t − 1), COGS(t − 1), SG&A(t − 1), INTEREST_EXPENSE(t − 1), ASSETS(t − 1), ASSETS(t − 2)

Risk-free data

2

Date, RF

Companies’ files

3

Date, PX_LAST, PX_VOLUME