Merging abnormal stock returns in a dataset on the next trading day (event study)


I am currently working on an event study which tries to capture the effect a win or loss has on the stock performance the day after a football match game. However, I have difficulties merging the dataset with all the football variables with the abnormal returns of the different companies.

Lets assume a game is played on Wednesday the 7th I would need the data on the stock performance of Thursday the 8th. Furthermore, If a game is played before a holiday or in the weekend I would need to have the stock returns of the next trading day, so this can change in how many days after the event.

How could I make this possible so in the end I could run a regression and see if wins and/or losses have an effect on the stock price the trading day after the match is played.

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