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Re: st: Event-Study Cumulative Abnormal Return(CAR)
From
"Künzel Sven" <[email protected]>
To
<[email protected]>
Subject
Re: st: Event-Study Cumulative Abnormal Return(CAR)
Date
Tue, 26 Feb 2013 09:34:42 +0100
Thanks for your help.
The syntax I tried used the forvalues command but your syntax seems to
be much easier.
I have just one more question. By using the syntax
egen sum_for_each_day = total(abnormal_return), by(dif)
I have the sum for each day for every group_id (see the data below)
but i would like to have it just once (see the older post). Is there
an additional option?
countrynam spreads group_id datum event_date dif
event_window abnormal_return sum_for_each_day
Portugal 0.30 1 21dec2010 23dec2010 -2 0
0.5
Portugal 0.33 1 22dec2010 23dec2010 -1 1
0.6 1.75=0.6+0.05+1.1
Portugal 0.32 1 23dec2010 23dec2010 0 1
0.5 1.80=0.5+0.10+1.2
Portugal 0.33 1 27dec2010 23dec2010 1 1
0.6 2.05=0.6+0.15+1.3
Portugal 0.35 1 28dec2010 23dec2010 2 0
0.4
Ireland 0.20 2 20oct2009 22oct2009 -2 0
0.1
Ireland 0.21 2 21oct2009 22oct2009 -1 1
0.05 1.75=0.6+0.05+1.1
Ireland 0.20 2 22oct2009 22oct2009 0 1
0.1 1.80=0.5+0.10+1.2
Ireland 0.19 2 23oct2009 22oct2009 1 1
0.15
Ireland 0.24 2 24oct2009 22oct2009 2 0
0.2
Italy 0.26 3 04oct2010 06oct2010 -2 0
1.2
Italy 0.29 3 05oct2010 06oct2010 -1 1
1.1 1.75=0.6+0.05+1.1
Italy 0.31 3 06oct2010 06oct2010 0 1
1.2 1.80=0.5+0.10+1.2
Italy 0.26 3 07oct2010 06oct2010 1 1
1.3 2.05=0.6+0.15+1.3
Italy 0.25 3 08oct2010 06oct2010 2 1
1.1
Sven
On Mon, 25 Feb 2013 21:38:11 +0000
Nick Cox <[email protected]> wrote:
Your calculations seem to require
egen sum_for_each_day = total(abnormal_return), by(dif)
We can't comment on what you tried and don't show us.
Nick
On Mon, Feb 25, 2013 at 9:08 PM, Künzel Sven
<[email protected]> wrote:
I was wondering if you can help me. I am trying to analyse my
datasample by
using an Event-Study. Now I would like to get a cumulative sum of
the
abnormal return for each day around the event-date. At the End I
would like
to have a variable where I can see the sum for each day around the
event. My
data looks like this:
new variable I need
countrynam spreads group_id datum event_date dif
event_window
abnormal_return sum_for_each_day
Portugal 0.30 1 21dec2010 23dec2010 -2 0
0.5
Portugal 0.33 1 22dec2010 23dec2010 -1 1
0.6 1.75=0.6+0.05+1.1
Portugal 0.32 1 23dec2010 23dec2010 0 1
0.5 1.80=0.5+0.10+1.2
Portugal 0.33 1 27dec2010 23dec2010 1 1
0.6 2.05=0.6+0.15+1.3
Portugal 0.35 1 28dec2010 23dec2010 2 0
0.4
Ireland 0.20 2 20oct2009 22oct2009 -2 0
0.1
Ireland 0.21 2 21oct2009 22oct2009 -1 1
0.05
Ireland 0.20 2 22oct2009 22oct2009 0 1
0.1
Ireland 0.19 2 23oct2009 22oct2009 1 1
0.15
Ireland 0.24 2 24oct2009 22oct2009 2 0
0.2
Italy 0.26 3 04oct2010 06oct2010 -2 0
1.2
Italy 0.29 3 05oct2010 06oct2010 -1 1
1.1
Italy 0.31 3 06oct2010 06oct2010 0 1
1.2
Italy 0.26 3 07oct2010 06oct2010 1 1
1.3
Italy 0.25 3 08oct2010 06oct2010 2 1
1.1
I tried different things but couldn´t find any fitting syntax. Can
you help
me?
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