Dealing with missing data after using business date for daily stock return

[Hamid muili]

Dear distinguished Prof,
I have daily data on stock price of 15 companies, I want to calculate daily stock price for each companies in line with the business calendar which might have removed all holidays. In addition, I would Also love to omit any missing data that could be generated in the process of calculating the daily returns because I wanted to plot the return variable.

[Carlo Lazzaro]

Hamid:
if you omit missing values, you're not dealing with them.
Please note that there are very few instances that allow a safe listwise deletion on mising data (https://statisticalhorizons.com/list...n-its-not-evil).

[Hamid muili]

Carlo Lazzaro , but how do I plot panel data daily returns variables with missing data

[Carlo Lazzaro]

Hamid:
since Stata applies listwise deletion, observations with missing values in any variable are ruled out from statistical procedures.
Therefore, you will get no daily return for them.

[Hamid muili]

Carlo Lazzaro , what I intend to do is like the graph attached.

In addition, I would love to have an xline for a particular date like 14feb2021, 17mar2021 and 20sep2021 to represents some dates of special events.

[Hamid muili]

Infact the stock returns I generated, when I tried to plot it , it just show a single line on the X axis, perhaps it because the returns all hover around zero.how can I solve this