I am running a regression where I regress return of a stock on the market return. There is a specific date in my sample on which some event occurred. I believe the effect of this event to last only on that date. I want my model coefficients to be free of this effect because I want to predict what the return would be, had this event not occurred. I am thinking of including a dummy for that date (i.e. it is one for that date and zero for the rest of the sample). Is this an appropriate way to handle this issue?