Stata code to estimate stock price effects of regulation

[Bobn Beth]

Hi Stata Community,

I am trying to estimate the stock price effects of a regulation that affects a certain set of firms in a specific industry.
This regulation involved 3 event dates in which different drafts were made public, and which then culminated in passing (by vote) of the regulation on the last event date.
Does anyone have stata code to estimate the complete stock price effects of the regulation?
This would take into account the stock price effects on the 3 draft dates as well as the final vote date.

Any help on this would be much appreciated.

Cheers,
Bob

[George Ford]

Code options are described here:

https://www.stata.com/meeting/us20/slides/us20_Kaspereit.pdf

You can code it yourself (I usually do).

Another process description:

https://libguides.princeton.edu/eventstudy