Dear Reader,
I would like some help with a study I am doing at University. I have downloaded data regarding stock prices for companies located in the states affected by Hurricane Harvey and would like to run an event study to find out returns, expected returns, abnormal returns, cumulative abnormal returns, T test, AAR, CAAR and the hypothesis whether abnormal returns are statistically different from zero. However I have not been taught how to do these calculations on Stata therefore any help would be much appreciated. Regards,
Amrit Thind.
I would like some help with a study I am doing at University. I have downloaded data regarding stock prices for companies located in the states affected by Hurricane Harvey and would like to run an event study to find out returns, expected returns, abnormal returns, cumulative abnormal returns, T test, AAR, CAAR and the hypothesis whether abnormal returns are statistically different from zero. However I have not been taught how to do these calculations on Stata therefore any help would be much appreciated. Regards,
Amrit Thind.
