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Re: Re: st: Ranksum test for many events


From   "Airey, David C" <david.airey@vanderbilt.edu>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Ranksum test for many events
Date   Fri, 20 Dec 2013 13:51:55 +0000

.

> Dear David
> Actually the question is when there is an IPO, what is the effect on
> the firms from the same industry and firms from other industries. So
> for each IPO, a change measure is calculated based on the pre-post
> event figures then assuming independence the median change is compared
> between two groups. I think your solution is reasonable in this case,
> isn't it?
> Best
> Nima

It sounds like this may be a question that is not uncommon to ask
in econometrics! What have others done? To me it sounds like what 
we discussed is a reasonable thing to try. You might also just plot 
the before and after data, and see if anything hits you over the head!




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