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Re: st: Event study
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: Event study
Date
Fri, 12 Apr 2013 08:48:40 -0400
following your example:
gen DeltaChange = abnormalreturn - abnormalreturn[_n-1] if
country==country[_n-1]
Rich
On 4/12/13 8:39 AM, Künzel Sven wrote:
> Hello everyone,
>
> I am doing an Event-Study, which caused some troubles. In order to
> detect abnormal reactions between event day 0 and post-event day + 1
> with the help of the event study, I want to compute the change between
> the days t and t-1. Just below you see a data sample.
>
> country abnormalreturn day DeltaChange
> 1 10 -2
> 1 11 -1 1
> 1 12 0 1
> 1 15 1 3
> 1 16 2 4
> 1 14 3 -2
> 1 13 4 -1
> 1 12 5 -1
> 2 35 -2
> 2 37 -1 2
> 2 39 0 2
> 2 32 1 -5
> 2 35 2 3
> 2 46 3 11
> 2 34 4 -12
> 2 37 5 +3
>
> Is this possible? Which code would be the right one?
>
> Thanks for your help....
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