Hello everyone, hope you are doing well. I wanted to know how I could code for Buy and hold abnormal returns.
The formula for the same is Buy-and-Hold Abnormal Return (BHAR): 𝐵𝐻𝐴𝑅𝑖𝑡 = ∏ (1 + 𝑅𝑖𝑡 ) − ∏ (1 + 𝐸(𝑅𝑖𝑡))
I have to calculate the daily compounding of the returns until the end of the month from the IPO date of the company and then compounding of 36 monthly returns after that.
Considering I have the dataset I need for the same, how could I use Stata commands to get the BHAR calculation.
Related Posts with BHAR - Buy and Hold abnormal returns
Binary Response ModelI want to estimate the probability of authoritarian leadership failure as a function of five explana…
How to hide a specific line property appears in x axis in twoway plot?Dear Stata users, I want to hide a specific line that appears in the x-axis. Here is my code for two…
Analysing multiple response variablesI want to analyse the relationship (using Chi-square test) between (AgeNEW, Gender) Vs (Q42-producti…
Winsor2 only for one yearHello everybody, I have a dataset with many years and want to use winsor2 only for the year 2011 (I…
GSEM errorHello, Am trying to use gsem probit and finf the following errors: HTML Code: _gsem_d2Sigma_d…
Subscribe to:
Post Comments (Atom)
0 Response to BHAR - Buy and Hold abnormal returns
Post a Comment