Re: st: Calculating past 3-month stock return with data where weekends are not included.

[Sergiy Radyakin <serjradyakin@gmail.com>]

Robert,

from your description I see the problem is the trades do not happen
every day. Assume first that they do. Write a program to compute the
desired result based on that. Later we can then adjust it for the case
of missing days. Note also that Stata now has the business calendar
feature, which is intended for exactly this kind of questions (periods
when an event could not occur):
http://www.stata.com/features/overview/business-calendars/
Quote: "Have you ever wished that when you referred to the lag of
trading date, you got the previous trading date rather than
yesterday’s?"

Best, Sergiy Radyakin

On Sun, Oct 27, 2013 at 1:50 PM, Robert Carion <r.carion@skynet.be> wrote:
> 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
> r.carion@skynet.be
>
>
>
>
>
>
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