Matching observations of several stock price data over different date variables in STATA

[Juilee Narkar]

For my research, I have extracted different stock prices from CapitalIQ (Nikkei 225, KOSPI, etc to name a few). I have also extracted WTI oil price data. Now, the problem is that every stock price is listed with a different date variable. All the date variables are not exactly matching. I need to analyse the stock prices after matching them over dates. I have been working on this for a long time. But, I could not figure out how to match the stock prices over a similar date index. I would like to arrange the stocks over a single date variable. I would be thankful for your suggestion and guidance.

[Joro Kolev]

Convert both your dates to a Stata date variable, and then match on this variable.

If you cannot figure out how, post data samples of both your datasets using -dataex-.

[Eric Makela]

That's true, posting the first ten or so observations in your dataset will allow Statalisters to review what you have. The d chapter in Stata's documentation will help with the intricacies of time/date variable formatting. Are your dataset's current variables strings?