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st: Calculating past 3-month stock return with data where weekends are not included.
From
Robert Carion <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Calculating past 3-month stock return with data where weekends are not included.
Date
Sun, 27 Oct 2013 19:50:45 +0200
Hello Everyone
I am using Stata 12 for mac
I would need help calculating the past 3-month stock return for data where weekends are not included in the dataset, in other words only trading days are included.
To make sure I'm understood properly, my data has the following DATE structure as an example:
DATE STOCK PRICE
Monday 28 Oct XXX
Tuesdays 29 Oct XXX
Wednesday 30 Oct XXX
Thursday 31 Oct XXX
Friday 1 Nov XXX
Monday 4 Nov XXX
etc
etc
Sorry if this should be easy to find but I couldn't find useful on Google.
Thanks
Robert Carion
[email protected]
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