st: Calculating BHAR using size/book-to-market benchmark

["Muganhu, Christopher (PG)" <C.Muganhu@edu.salford.ac.uk>]

Hello

Does anyone out there have a 'do file' that they can share for calculating BHAR using size/book-to-market as a benchmark? I have tried doing it in excel its taking long and am afraid might not meet my timelines. Any form of help is most welcome.

I am using Stata 12.1

Christopher Muganhu



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