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  • Calculating AR & CAR

    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
    Attached Files

  • #2
    I forgot to mention, I'm currently using Stata Version 13

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    • #3
      Cross-posted at https://stackoverflow.com/questions/...or-event-study Please note our policy on cross-posting, which is that you should tell us about it.

      Unfortunately it's all too easy to guess why this got no answers to date. An image is almost useless as a data example as it doesn't allow copy and paste. In this case I and perhaps others can't even read the image. For advice on what to do about data examples do see our FAQ Advice #12.

      You're also pitching this squarely at people who work in this area. That's always allowed but it narrows the field of people who might answer.

      Comment


      • #4
        Dear Mister Cox,

        My apologies i was unaware of the cross listing policies. I attempted to upload a sample dataset and was unable to do. If someone however prefers the dataset in order to get a more clear illustration of the problem i'm more than happy to supply it at an upload website of their choosing or dropbox.

        Kind Regards,

        Sarah Levre

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