Using CRSP to calculate the Cumulative Abnormal Return

[Lucas Long]

Hello everyone,

This is a very noob question, I am trying to get the quarterly CAR. However, my school's subscription only provides daily data.

I would greatly appreciate it if anyone can help me generate the quarterly CAR.
Can I just add all the Holding Period Return (ret) during that quarter to calculate the CAR?

Thank you in advance.

Best.

[Lucas Long]

Or do WRDS already has the CAR available?