Dear Reader,
I would like some help with a study I am doing at University. I have downloaded data regarding stock prices for companies located in the states affected by Hurricane Harvey and would like to run an event study to find out returns, expected returns, abnormal returns, cumulative abnormal returns, T test, AAR, CAAR and the hypothesis whether abnormal returns are statistically different from zero. However I have not been taught how to do these calculations on Stata therefore any help would be much appreciated. Regards,
Amrit Thind.
Related Posts with Help with event study on the impact of Hurricane Harvey on the US stock market using SP500 company data
multiple criteria across several variablesHi there Sorry if this is really basic, but I want to flag every observation where both values 3 an…
2SLS on Panel DataHi guys! I'm using 2SLS on Panel Data, however when I calculate 2SLS manually, I mean, by doing: F…
Xtlogit vs Logit.Dear respected Members, I’m not professional in Stata. Sorry, Pls could anyone help and offer me an …
Calculating sample size with more parametersHello, I am trying to calculate sample size with the parameters below. I used the code below to cal…
Out-of-Sample Prediction using Multinomial Logit ModelHi I have a question about the out-of-sample prediction using multinomial logit model. <Situatio…
Subscribe to:
Post Comments (Atom)
0 Response to Help with event study on the impact of Hurricane Harvey on the US stock market using SP500 company data
Post a Comment