Hello there,
I am using panel data in Stata. Currently, I have daily data for Return. I would like to construct monthly return by calculating the equally-weighted average of the daily return in a given month for each stock. Can anyone help me to figure out this matter? What is the appropriate command in Stata? Thank you in advanced.
I am using panel data in Stata. Currently, I have daily data for Return. I would like to construct monthly return by calculating the equally-weighted average of the daily return in a given month for each stock. Can anyone help me to figure out this matter? What is the appropriate command in Stata? Thank you in advanced.
