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  • Event study - overlapping events

    Hi all,

    I'm looking at the effect of political unrest on certain politically connected and non-connected firms.
    Therefore, I want to do an event study to find out the differences in CARs around 2 protests.
    The protests took place on 10th of November and the 25th of November. I think the effects of the protests will overlap.
    Is it possible to do an event study in Stata with overlapping events?

    Thank you,
    Barbara
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