Hello everyone,
I am planning to do an event study with multiple events per company using the market model. In addition, I want to use some control variables such as market-to-book ratio and also include an interaction effect. Nevertheless, when trying to merge my stock data with the data for the control variables, most of my observations were not merged. In the attachement, you will find the do file. I would be very grateful if you could help me to find out what I did wrong.
Thank you very much in advance.
Kind regards
Anna
I am planning to do an event study with multiple events per company using the market model. In addition, I want to use some control variables such as market-to-book ratio and also include an interaction effect. Nevertheless, when trying to merge my stock data with the data for the control variables, most of my observations were not merged. In the attachement, you will find the do file. I would be very grateful if you could help me to find out what I did wrong.
Thank you very much in advance.
Kind regards
Anna
