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  • Converting CRSP daily stock return to weekly return

    Hi all,
    A Stata newbie here. I am working with the daily stock return data from CRSP. I am required to convert the daily return to weekly return . What are the options to do that?

  • #2
    Sharmin, posting an example data using command -dataex- would be more convenient for others to give specific suggestion. If you haven't installed -dataex-, please run the following code.

    Code:
    ssc install dataex, replace

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