Good Evening,
I'm currently attempting to manually perform an event study as WRDS does not appear to have the date necessary for the Swedish Firms i'm analyzing on the OMX. I do however feel obligated to point out that i've never had to manually do a similar event study as most of the data i've used can be found on WRDS. In the name of clarity i've added a picture that shows a sample of the data set.
I was wondering if it's possible in stata to let stata analyze the company_id's string and match it the the return variable in the data.
The return variables have identical names to the company_id string's. So the company_id = "Silva AB" has a corresponding return variable called "Silva AB".
In short is there a way to tell stata to :
Generate the mean of x(30 Days mean) if the event day == 1 and the company_id's string is equal to the x variable.
My experience with stata is quite limited, however i've been getting more into programming recently and have improved my knowledge in able to automate such processes. I'm able to do them by hand however it seems a more efficient investment if i learn it this way.
I would like to thank anyone in advance for taking the time to read my post,
Kind Regards,
Sarah Levre
I'm currently attempting to manually perform an event study as WRDS does not appear to have the date necessary for the Swedish Firms i'm analyzing on the OMX. I do however feel obligated to point out that i've never had to manually do a similar event study as most of the data i've used can be found on WRDS. In the name of clarity i've added a picture that shows a sample of the data set.
I was wondering if it's possible in stata to let stata analyze the company_id's string and match it the the return variable in the data.
The return variables have identical names to the company_id string's. So the company_id = "Silva AB" has a corresponding return variable called "Silva AB".
In short is there a way to tell stata to :
Generate the mean of x(30 Days mean) if the event day == 1 and the company_id's string is equal to the x variable.
My experience with stata is quite limited, however i've been getting more into programming recently and have improved my knowledge in able to automate such processes. I'm able to do them by hand however it seems a more efficient investment if i learn it this way.
I would like to thank anyone in advance for taking the time to read my post,
Kind Regards,
Sarah Levre
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