match the date from two files

Hi I am about to perform an event study and I need to calculate abnormal stock returns for about 500 U.S. companies. I have two matrices, one with returns, the other with events. the first column contains dates and the first row the name of company in both matrices. Now I need to find the return on the day of the event for specified company. Could someone help me? I tried to do this with find () but its not working. Thanks in advance for all hints.

Answer 1

[the cyclist]

I think you should be able to do this with the ismember() command. The syntax will be roughly

[tf,index] = ismember(event(:,1),return(:,1));

The index will tell you which row in return it found the same first column value as it found in the first column of event.

Answer 2

[Sean de Wolski]

Use datenum to convert the dates to serial datenumbers if they are not in this form already. Then use ismember to identify dates that are members of both:

doc datenum
doc ismember