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


From   Robert Carion <r.carion@skynet.be>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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
r.carion@skynet.be






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