Hello everyone,
currently I am working on an event study with the Eurostoxx 50 Index as underlying market. As I never worked with STATA before, I actually have no experience with the software.. So I hope you guys can help me out.

My question is, how to calculate the Index' Expected Return/ Normal Return (in order to calculate the abnormal returns). Is there any tutorial or maybe even a written command for this purpose or does anyone have a hint for me?

Unfortunately I couldn't anything, neither on google, nor by using the search function...

Thanking you in advance!

Greetings,
MM