Problem with running multiple event studies

[Nadav Dvir]

Dear experts,

I am dealing with an issue regarding event studies and will be very grateful for your inputs.
My data contains 2000 different stock for each of them their respective price change for each day in a 10-year timespan. Furthermore, I have their earnings announcement dates.
I would like to conduct an event study, for each of the announcement dates, of every stock and then to generate the abnormal return for all of the event windows of each stock
I tried to follow https://dss.princeton.edu/online_hel...ventstudy.html , but it only conducts one event study for each stock.

example of my data:

* Example generated by -dataex-. To install: ssc install dataex
clear
input double datadate str10 tic long anndate float event_date
20745 "AA"     . 0
20747 "AA"     . 0
20748 "AA"     . 0
20751 "AA"     . 0
20752 "AA"     . 0
20753 "AA"     . 0
20754 "AA"     . 0
20755 "AA"     . 0
20758 "AA"     . 0
20759 "AA"     . 0
20760 "AA"     . 0
20761 "AA"     . 0
20762 "AA"     . 0
20765 "AA"     . 0
20766 "AA"     . 0
20767 "AA"     . 0
20768 "AA"     . 0
20769 "AA"     . 0
20772 "AA"     . 0
20773 "AA"     . 0
20774 "AA"     . 0
20775 "AA"     . 0
20776 "AA"     . 0
20779 "AA"     . 0
20780 "AA"     . 0
20781 "AA"     . 0
20783 "AA"     . 0
20786 "AA"     . 0
20787 "AA"     . 0
20788 "AA"     . 0
20789 "AA"     . 0
20790 "AA"     . 0
20793 "AA"     . 0
20794 "AA"     . 0
20795 "AA"     . 0
20796 "AA"     . 0
20797 "AA"     . 0
20800 "AA"     . 0
20801 "AA"     . 0
20802 "AA"     . 0
20803 "AA"     . 0
20804 "AA"     . 0
20807 "AA"     . 0
20808 "AA"     . 0
20809 "AA"     . 0
20810 "AA"     . 0
20811 "AA"     . 0
20815 "AA"     . 0
20816 "AA"     . 0
20817 "AA"     . 0
20818 "AA"     . 0
20822 "AA"     . 0
20823 "AA"     . 0
20824 "AA"     . 0
20825 "AA"     . 0
20828 "AA"     . 0
20829 "AA"     . 0
20830 "AA"     . 0
20831 "AA"     . 0
20832 "AA"     . 0
20836 "AA"     . 0
20837 "AA"     . 0
20838 "AA"     . 0
20839 "AA"     . 0
20842 "AA"     . 0
20843 "AA" 20843 1
20844 "AA"     . 0
20845 "AA"     . 0
20846 "AA"     . 0
20849 "AA"     . 0
20850 "AA" 20850 1
20851 "AA"     . 0
20852 "AA"     . 0
20853 "AA"     . 0
20856 "AA"     . 0
20857 "AA"     . 0
20858 "AA"     . 0
20859 "AA"     . 0
20860 "AA"     . 0
20863 "AA"     . 0
20864 "AA"     . 0
20865 "AA"     . 0
20866 "AA"     . 0
20867 "AA"     . 0
20871 "AA"     . 0
20872 "AA"     . 0
20873 "AA"     . 0
20874 "AA"     . 0
20877 "AA"     . 0
20878 "AA"     . 0
20879 "AA"     . 0
20880 "AA"     . 0
20881 "AA"     . 0
20884 "AA"     . 0
20885 "AA"     . 0
20886 "AA"     . 0
20887 "AA"     . 0
20888 "AA"     . 0
20891 "AA"     . 0
20892 "AA"     . 0
end
format %td datadate
format %td anndate

In this instance, if my window is (+2,+30) I have overlapping dates.
Note: I don't know why the dates are displayed like that.

How do I tackle this problem?
Thank you all in advance.

[Nadav Dvir]

Any ideas? missing information I can provide?
Thanks.