I have imported 2 files from excel to stata with all string variables. I know how to convert them to numeric variables. The two datasets consist of 1) the event dates 2) the prices of the firm. First I was wondering whether I have to declare the files as panel data or time series? second, I do not know how to merge the event dates to the right company as flow traders is a duplicate and has 2 different event dates? third, once the event date is merged, how can I get the number of trading days until and from the event per firm? I have included the data below.
I hope my question is clear. If I can do something that makes it easier to answer the question please let me know.
Thanks in advance,
Delano Driessen
Data for prices;
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str10 Date str17 PTBV str6 Price str8 MarketValue str11 Name " 3/28/2018" "4.8" "35.18" "1637.1" "Flowtraders" " 3/29/2018" "4.72" "34.62" "1611.04" "Flowtraders" " 3/30/2018" "4.72" "34.62" "1611.04" "Flowtraders" " 4/2/2018" "4.72" "34.62" "1611.04" "Flowtraders" " 4/3/2018" "4.81" "35.22" "1638.96" "Flowtraders" " 4/4/2018" "4.7" "34.46" "1603.6" "Flowtraders" " 4/5/2018" "4.68" "34.32" "1597.08" "Flowtraders" " 4/6/2018" "4.7" "34.48" "1604.53" "Flowtraders" " 4/9/2018" "4.73" "34.7" "1614.76" "Flowtraders" " 4/10/2018" "4.8" "35.16" "1636.17" "Flowtraders" " 4/11/2018" "4.96" "36.34" "1691.08" "Flowtraders" " 4/12/2018" "4.86" "35.64" "1658.51" "Flowtraders" " 4/13/2018" "4.85" "35.54" "1653.85" "Flowtraders" " 4/16/2018" "4.95" "36.28" "1688.29" "Flowtraders" " 4/17/2018" "5" "36.62" "1704.11" "Flowtraders" " 4/18/2018" "5.08" "37.22" "1732.03" "Flowtraders" " 4/19/2018" "5.04" "36.96" "1719.93" "Flowtraders" " 4/20/2018" "4.94" "36.22" "1685.5" "Flowtraders" " 4/23/2018" "5.08" "37.24" "1732.96" "Flowtraders" " 3/13/2018" "9.83" "43.5" "74590.56" "UNILEVER" " 3/14/2018" "9.800000000000001" "43.4" "74419.06" "UNILEVER" " 3/15/2018" "9.74" "43.1" "73904.69" "UNILEVER" " 3/16/2018" "9.779999999999999" "43.3" "74247.63" "UNILEVER" " 3/19/2018" "9.83" "43.5" "74590.56" "UNILEVER" " 3/20/2018" "9.800000000000001" "43.4" "74419.06" "UNILEVER" " 3/21/2018" "9.800000000000001" "43.4" "74419.06" "UNILEVER" " 3/22/2018" "9.800000000000001" "43.4" "74419.06" "UNILEVER" " 3/23/2018" "9.85" "43.6" "74762.06" "UNILEVER" " 3/26/2018" "9.74" "43.1" "73904.69" "UNILEVER" " 3/27/2018" "9.779999999999999" "43.3" "74247.63" "UNILEVER" " 3/28/2018" "10.26" "45.4" "77848.56" "UNILEVER" " 3/29/2018" "10.46" "46.3" "79391.81" "UNILEVER" " 3/30/2018" "10.46" "46.3" "79391.81" "UNILEVER" " 4/2/2018" "10.46" "46.3" "79391.81" "UNILEVER" " 4/3/2018" "10.35" "45.8" "78534.44" "UNILEVER" " 4/4/2018" "10.44" "46.2" "79220.31" "UNILEVER" " 4/5/2018" "10.64" "47.1" "80763.56" "UNILEVER" " 4/6/2018" "10.6" "46.9" "80420.63" "UNILEVER" " 4/9/2018" "10.48" "46.4" "79563.25" "UNILEVER" " 3/14/2018" "4.51" "33.04" "1537.52" "flowtraders" " 3/15/2018" "4.48" "32.8" "1526.35" "flowtraders" " 3/16/2018" "4.47" "32.78" "1525.42" "flowtraders" " 3/19/2018" "4.49" "32.9" "1531" "flowtraders" " 3/20/2018" "4.47" "32.74" "1523.56" "flowtraders" " 3/21/2018" "4.51" "33.04" "1537.52" "flowtraders" " 3/22/2018" "4.43" "32.48" "1511.46" "flowtraders" " 3/23/2018" "4.84" "35.44" "1649.2" "flowtraders" " 3/26/2018" "4.6" "33.74" "1570.09" "flowtraders" " 3/27/2018" "4.84" "35.48" "1651.06" "flowtraders" " 3/28/2018" "4.8" "35.18" "1637.1" "flowtraders" " 3/29/2018" "4.72" "34.62" "1611.04" "flowtraders" " 3/30/2018" "4.72" "34.62" "1611.04" "flowtraders" " 4/2/2018" "4.72" "34.62" "1611.04" "flowtraders" " 4/3/2018" "4.81" "35.22" "1638.96" "flowtraders" " 4/4/2018" "4.7" "34.46" "1603.6" "flowtraders" " 4/5/2018" "4.68" "34.32" "1597.08" "flowtraders" " 4/6/2018" "4.7" "34.48" "1604.53" "flowtraders" " 4/9/2018" "4.73" "34.7" "1614.76" "flowtraders" " 4/10/2018" "4.8" "35.16" "1636.17" "flowtraders" " 3/7/2018" "1.41" "18.442" "22993.65" "Ahold" " 3/8/2018" "1.38" "18.152" "22632.07" "Ahold" " 3/9/2018" "1.39" "18.202" "22694.41" "Ahold" " 3/12/2018" "1.39" "18.256" "22761.73" "Ahold" " 3/13/2018" "1.4" "18.318" "22839.04" "Ahold" " 3/14/2018" "1.39" "18.202" "22694.41" "Ahold" " 3/15/2018" "1.4" "18.356" "22886.43" "Ahold" " 3/16/2018" "1.41" "18.54" "23115.82" "Ahold" " 3/19/2018" "1.41" "18.532" "23105.86" "Ahold" " 3/20/2018" "1.43" "18.686" "23297.88" "Ahold" " 3/21/2018" "1.42" "18.65" "23252.98" "Ahold" " 3/22/2018" "1.42" "18.674" "23282.9" "Ahold" " 3/23/2018" "1.43" "18.692" "23305.35" "Ahold" " 3/26/2018" "1.41" "18.452" "23006.11" "Ahold" " 3/27/2018" "1.43" "18.756" "23385.14" "Ahold" " 3/28/2018" "1.45" "19.072" "23779.14" "Ahold" " 3/29/2018" "1.47" "19.242" "23991.1" "Ahold" " 3/30/2018" "1.47" "19.242" "23991.1" "Ahold" " 4/2/2018" "1.47" "19.242" "23991.1" "Ahold" end
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str11 Naam str10 EventDate "Flowtraders" " 4/15/2018" "Unilever" " 4/1/2018" "Flowtraders" " 4/1/2018" "Ahold" " 3/25/2018" end
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