Hello.
I'm currently working on the stock market. I have thousands of stocks and their daily returns. I'm trying to drop stocks (only that month) whose returns are zero more than 10 days a month. For example, stock A's returns are zero 11 days on Jan, and its returns are zero 5days on Feb. I drop stock A's Jan whole observation.
Firstly, I cannot count the number of days when stock returns are zero.
My code is

bys permno mdate : egen zero_days = count(ret==0)
It gives me always the number of month.

permno is stock code, mdate is month identifier, ret is daily return.

How can I fix this? I upload dataex below. Thank you for help.


. dataex

----------------------- copy starting from the next line -----------------------
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double permno long date double(prc ret) int mdate
10001 20485 8.420000076293945    .01201927661895752 673
10001 20486 8.489899635314941   .008301610127091408 673
10001 20487 8.260000228881836   -.02707916684448719 673
10001 20488                 8   -.03147702291607857 673
10001 20489  8.34000015258789    .04250001907348633 673
10001 20492 8.630000114440918   .034772176295518875 673
10001 20493 8.210000038146973   -.04866744577884674 673
10001 20494 8.300000190734863   .010962259955704212 673
10001 20495 8.050000190734863  -.030120480805635452 673
10001 20496 8.300000190734863    .03105589933693409 673
10001 20500              8.25  -.006024119444191456 673
10001 20501 8.199999809265137  -.006060629151761532 673
10001 20502 8.100000381469727  -.012195052579045296 673
10001 20503 7.900000095367432  -.024691391736268997 673
10001 20506 7.860000133514404  -.005063286051154137 673
10001 20507 7.940000057220459    .01017810683697462 673
10001 20508 7.880000114440918  -.007556668017059565 673
10001 20509 7.940000057220459  .0076142060570418835 673
10001 20510 7.840000152587891  -.012594446539878845 673
10001 20513 7.860000133514404   .002551018027588725 673
10001 20514 8.300000190734863     .0559796504676342 674
10001 20515  8.15999984741211  -.016867510974407196 674
10001 20516 8.199999809265137  .0049019563011825085 674
10001 20517 8.199999809265137                     0 674
10001 20520   8.1899995803833  -.001219540135934949 674
10001 20521 8.079999923706055  -.013430972583591938 674
10001 20522 8.029999732971191  -.006188142579048872 674
10001 20523 8.119999885559082   .011207989417016506 674
10001 20524                 8  -.014778311364352703 674
10001 20527 7.980000019073486  -.002499997615814209 674
10001 20528 7.900000095367432  -.010025053285062313 674
10001 20529 8.069999694824219    .02151893638074398 674
10001 20530 8.119999885559082  .0061958106234669685 674
10001 20531 8.199999809265137   .009852207265794277 674
10001 20534 8.199999809265137                     0 674
10001 20535 8.199999809265137                     0 674
10001 20536 8.239999771118164   .004878044128417969 674
10001 20537 8.079999923706055  -.019417457282543182 674
10001 20541 7.900000095367432   -.02227720618247986 674
10001 20542 7.889999866485596 -.0012658517807722092 674
10001 20543 7.889999866485596                     0 674
10001 20544 7.809999942779541  -.010139407590031624 674
10001 20545 7.800000190734863 -.0012803779682144523 675
10001 20548 7.769999980926514 -.0038461806252598763 675
10001 20549 7.230000019073486   -.06949806213378906 675
10001 20550 7.079999923706055  -.020746901631355286 675
10001 20551 7.369999885559082    .04096044600009918 675
10001 20552 7.579999923706055    .02849389985203743 675
10001 20555 7.769999980926514   .025065971538424492 675
10001 20556 7.869999885559082   .012870000675320625 675
10001 20557 7.800000190734863  .0006353631615638733 675
10001 20558 7.599999904632568    -.0256410613656044 675
10001 20559 7.449999809265137   -.01973685435950756 675
10001 20562  7.21999979019165  -.030872486531734467 675
10001 20563 7.309999942779541   .012465395033359528 675
10001 20564 7.179999828338623   -.01778387278318405 675
10001 20565                 7  -.025069614872336388 675
10001 20566 7.179999828338623   .025714261457324028 675
10001 20569 7.199999809265137   .002785512711852789 675
10001 20570 7.349999904632568   .020833346992731094 675
10001 20571  7.28000020980835  -.009523767977952957 675
10001 20572 7.329999923706055   .006868092343211174 675
10001 20573 7.300000190734863  -.004092732910066843 675
10001 20576 6.909999847412109   -.05342470481991768 676
10001 20577 7.039999961853027   .018813330680131912 676
10001 20578 7.039999961853027                     0 676
10001 20579 7.014999866485596 -.0035511499736458063 676
10001 20580 6.880000114440918  -.019244441762566566 676
10001 20583 6.889999866485596  .0014534522779285908 676
10001 20584  6.96999979019165   .011611019261181355 676
10001 20585 7.050000190734863     .0114778196439147 676
10001 20586 7.099999904632568    .00709215784445405 676
10001 20587 7.150000095367432   .007042280398309231 676
10001 20590 7.119999885559082  -.004195833578705788 676
10001 20591 7.139999866485596  .0028089862316846848 676
10001 20592 7.059999942779541  -.011204470880329609 676
10001 20593 6.900000095367432  -.022662868723273277 676
10001 20594 6.880000114440918 -.0028985480312258005 676
10001 20597 6.900000095367432  .0029069739393889904 676
10001 20598 6.900000095367432                     0 676
10001 20599 6.949999809265137   .007246335037052631 676
10001 20600 6.960000038146973  .0014388818526640534 676
10001 20601 7.059999942779541   .014367802068591118 676
10001 20605 7.139999866485596   .011331434361636639 676
10001 20606 7.110000133514404  -.004201643168926239 677
10001 20607 7.010000228881836  -.014064683578908443 677
10001 20608 7.059999942779541  .0071326266042888165 677
10001 20611 7.079999923706055  .0028328585904091597 677
10001 20612 6.939799785614014  -.019802279770374298 677
10001 20613                 7   .008674632757902145 677
10001 20614                 7                     0 677
10001 20615 7.010000228881836  .0014286041259765625 677
10001 20618  6.96999979019165  -.005706196650862694 677
10001 20619 6.920000076293945  -.007173560094088316 677
10001 20620  7.03000020980835   .015895972028374672 677
10001 20621 7.099999904632568    .00995728187263012 677
10001 20622 6.989999771118164  -.015492976643145084 677
10001 20625 6.980000019073486 -.0014305796939879656 677
10001 20626 7.010000228881836   .004298024345189333 677
10001 20627  7.03000020980835  .0028530643321573734 677
end
format %d date
format %tm mdate
------------------ copy up to and including the previous line ------------------

Listed 100 out of 4641809 observations
Use the count() option to list more