Dear all,
I am very new to Stata and I hope someone can help me as I've looked everywhere and couldnt find anything to answer my question.
I want to import my data and set it up in a format of event study. I am looking at company additions to the S&P 500 and their stock returns before and after the event.
I also have two events of interest, announcement day (when S&P announces the change) and effective change day (when the change actually takes place).
I am looking at the abnormal returns and volumes.
Could anyone please help?
Grateful in advance!
I am very new to Stata and I hope someone can help me as I've looked everywhere and couldnt find anything to answer my question.
I want to import my data and set it up in a format of event study. I am looking at company additions to the S&P 500 and their stock returns before and after the event.
I also have two events of interest, announcement day (when S&P announces the change) and effective change day (when the change actually takes place).
I am looking at the abnormal returns and volumes.
Could anyone please help?
Grateful in advance!
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