Hello Statalist,
I have encountered an issue while running SP500 firm WRDS event study. I have done this before, but I am not sure why it keeps giving me the usual error:
"ERROR: Insufficient valid data to run an event study. Please review your input file to ensure that: the ID (e.g. CUSIP) and date format (MM/DD/YYYY) in your file match what you selected, dates are market trading days.
the sample has 8-digit cusip and I convert that using CUSIP converter to make sure it is accurate. The date is the same as the format DD-MMM-YYYY (i.e., 24-JUN-2015). Below is how my data looks like. Btw, I also tried other date formats. The remains the same.
By the way, I want to test the SP500 around this date
cusip8 date
72348410 21-JAN-2025
00282410 21-JAN-2025
00790310 21-JAN-2025
00915810 21-JAN-2025
43851610 21-JAN-2025
83088M10 21-JAN-2025
42809H10 21-JAN-2025
02553710 21-JAN-2025
02581610 21-JAN-2025
00105510 21-JAN-2025
02687478 21-JAN-2025
03110010 21-JAN-2025
03116210 21-JAN-2025
03265410 21-JAN-2025
03743Q10 21-JAN-2025
03783310 21-JAN-2025
03822210 21-JAN-2025
03948310 21-JAN-2025
05276910 21-JAN-2025
05301510 21-JAN-2025
05361110 21-JAN-2025
05849810 21-JAN-2025
06405810 21-JAN-2025
07181310 21-JAN-2025
07588710 21-JAN-2025
92343V10 21-JAN-2025
08467010 21-JAN-2025
08651610 21-JAN-2025
09702310 21-JAN-2025
11012210 21-JAN-2025
11563720 21-JAN-2025
12552310 21-JAN-2025
12640810 21-JAN-2025
13442910 21-JAN-2025
21036P10 21-JAN-2025
14149Y10 21-JAN-2025
I appreciate any help with this.
Thank you.
