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st: Event-study
From
Sven Künzel <[email protected]>
To
<[email protected]>
Subject
st: Event-study
Date
Wed, 27 Feb 2013 10:13:06 +0100
Dear Statalist,
I have a question concerning the use of formula respectively scaling a value. I am doing an Event-Study. I have calculated the sum_for_each_day. Now I want to scale this sum_for_each_day in percent. The sum prior to the event (dif=-1) has to take the value 100% and has to represent the benchmark for the others sums in the event_window. My datasample with the new variable needed looks like this. Is there a simple way of fitting in a formula respectively rescaling a value?
countrynam spreads group_id datum event_date dif event_window abnormal_return sum_for_each_day sum_for_each_day_Percent
Portugal 0.28 1 20dec2010 23dec2010 -3 0 0.6
Portugal 0.30 1 21dec2010 23dec2010 -2 1 0.5 1.80 102 Portugal 0.33 1 22dec2010 23dec2010 -1 1 0.6 1.75 100 Portugal 0.32 1 23dec2010 23dec2010 0 1 0.5 1.80 102 →(((1.8-1.75)/1.75)+1)*100 Portugal 0.33 1 27dec2010 23dec2010 1 1 0.6 2.05 117 Portugal 0.35 1 28dec2010 23dec2010 2 1 0.4 2.00 114 Portugal 0.34 1 20dec2010 23dec2010 3 0 0.5
Thanks
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