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Start with www1.nyse.com/pdfs/closings.pdf then use the following... 2012/2013: http://www1.nyse.com/press/1294398514465.html Weather related closures happened on Monday, Oct. 29, 2012 and Tuesday, Oct. 30, 2012. (markets.nyx.com/nyse/trader-updates/view/11507) 2014: http://www.nyse.com/markets/hours-calendars#holidays
Revenue data for non-public companies are available only at a very low frequency, based on financial reporting requirements. It would be impossible to have a long enough period to estimate the normal return in the first place, let alone detect the effect that an event on one single day will have on the annual revenues. Also, it would be very difficult to ...
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