Hello,
we have a problem, because we would like to separate our companies in Small and Big Companies like Fama and French (Sorting Criteria is the MarketCapitalization of the Company).
We already calculated the Median (M_Market_Cap) for every month but the sorting criteria is the median of the month June for each year.
Afterwards we want to sort every Company (of each month) into Small and Big Companies by the Median of the Market Capitalization (of June) in Small and Big Companies for each Year.
You can find a Screenshot of our dataset attached.
We would appreciate your help if you could send us the Code to implement in Stata.
we have a problem, because we would like to separate our companies in Small and Big Companies like Fama and French (Sorting Criteria is the MarketCapitalization of the Company).
We already calculated the Median (M_Market_Cap) for every month but the sorting criteria is the median of the month June for each year.
Afterwards we want to sort every Company (of each month) into Small and Big Companies by the Median of the Market Capitalization (of June) in Small and Big Companies for each Year.
You can find a Screenshot of our dataset attached.
We would appreciate your help if you could send us the Code to implement in Stata.
Attached Files
