Eventstudy data

[Rogers Ochenge]

Hi team,
I am looking for the data these authors use to illustrate eventstudy package F. Pacicco, L. Vena, and A. Venegoni. Could anyone know how I can obtain this data?

[Andrew Musau]

You should refer to the name of the command which is estudy and the Stata Journal article :https://journals.sagepub.com/doi/pdf...867X1801800211. Otherwise there are many event study implementations out there.

SJ-21-1 st0532_2 . . . . . . . . . . From common to firm-specific event dates
(help estudy if installed) . . . F. Pacicco, L. Vena, and A. Venegoni
Q1/21 SJ 21(1):141--151
extends estudy to perform event studies in the absence of
event-date clustering, produce LaTex-formatted tables, graph
the cumulative abnormal returns over a customized period, as
well as other enhancements

See

net describe st0532_2