Hi, I am doing a research in which I want to study the CAAR of companies listed on Portuguese Index and Spanish Index, by grouping the Portuguese and Spanish companies. By using the follow command:
estudy CompanySP1 CompanySP1 CompanySP2 ... CompanySPw (CompanyPT1 CompanyPT2 ... CompanyPTk) , datevar(ExchangeDate) evdate(date) dateformat(DMY) modt(MFM) indexlist(IBEX35 PSI20) diagn(BMP) lb1(-3) ub1(3) lb2(-5) ub2(5) lb3(-7) ub3(7) dec(4) eswub(-108) suppress(ind)
Basically I want to know if this command is correct to use and if the results of this same command give to us the CAAR given the returns of the markets(Portuguese and Spanish).Is this correct? Thanks for your understanding. I look forward to hearing from you.
estudy CompanySP1 CompanySP1 CompanySP2 ... CompanySPw (CompanyPT1 CompanyPT2 ... CompanyPTk) , datevar(ExchangeDate) evdate(date) dateformat(DMY) modt(MFM) indexlist(IBEX35 PSI20) diagn(BMP) lb1(-3) ub1(3) lb2(-5) ub2(5) lb3(-7) ub3(7) dec(4) eswub(-108) suppress(ind)
Basically I want to know if this command is correct to use and if the results of this same command give to us the CAAR given the returns of the markets(Portuguese and Spanish).Is this correct? Thanks for your understanding. I look forward to hearing from you.
