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  • Event Study with several firms and different eventdates

    Dear all,

    I am running an event study using the estudy command in Stata. I have a set of more than 100 companies each one of them with different event dates. I need to obtain CARs around these dates. How can I collect and extract in a column all the CARs obtained for each firm in a new database? Is there a looping code for doing it?

    Thanks for all
    Last edited by Neyla Tardin; 17 May 2021, 08:56.
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