Hi,
I am currently working on my Master Thesis where I investigate the Performance of IPOs looking at CAR (Cummulative abnormal return). I am totally new to STATA therefore the question is also kind of easy.
I want to do my Event Study based on the instructions given by Princeton University (https://dss.princeton.edu/online_hel...ventstudy.html). Unfortunately I am not sure how to structure my data properly.
They say that it should be structured like ". In this example, we start with two data sets, one called eventdates and the other called stockdata. In the eventdates data, we have company id (company_id) and the date of event (event_date) as variables. In the stock data, we have matching company id (company_id), stock return date (date), stock return (ret), and market return value (market_return"
But I am not sure who to structure my data in the stockdata sheet. As I have many company IDs and stock returns, so I cannot create just one column for that.
Maybe someone has done the same and maybe can share a screenshot of their excel file on how to structure it, before importing it to stata.
Thank you,
George
I am currently working on my Master Thesis where I investigate the Performance of IPOs looking at CAR (Cummulative abnormal return). I am totally new to STATA therefore the question is also kind of easy.
I want to do my Event Study based on the instructions given by Princeton University (https://dss.princeton.edu/online_hel...ventstudy.html). Unfortunately I am not sure how to structure my data properly.
They say that it should be structured like ". In this example, we start with two data sets, one called eventdates and the other called stockdata. In the eventdates data, we have company id (company_id) and the date of event (event_date) as variables. In the stock data, we have matching company id (company_id), stock return date (date), stock return (ret), and market return value (market_return"
But I am not sure who to structure my data in the stockdata sheet. As I have many company IDs and stock returns, so I cannot create just one column for that.
Maybe someone has done the same and maybe can share a screenshot of their excel file on how to structure it, before importing it to stata.
Thank you,
George
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