I use eventstudy2 to run my dataset, but when it gets to merging the event date to stock data, it does not continue. Any help? This is the code used
eventstudy2 cusip date using security_ret, ret(ret) evwlb(-10) evwub(10) mod(FM) marketfile(market_ret) mar(vwretd) idmar(indexcd) car1LB(-1) car1UB(1) car5LB(-2) car5UB(2) car7LB(-3) car7UB(3) eswlb(-240) eswub(-41) arfillevent replace. Find attach my dataset
eventstudy2 cusip date using security_ret, ret(ret) evwlb(-10) evwub(10) mod(FM) marketfile(market_ret) mar(vwretd) idmar(indexcd) car1LB(-1) car1UB(1) car5LB(-2) car5UB(2) car7LB(-3) car7UB(3) eswlb(-240) eswub(-41) arfillevent replace. Find attach my dataset

Comment