Hello,
I would like to test whether the event CAR (cumulative abnormal return) is equal to zero. Is there a way to do this with a regression? I have data about companies doing stock splits and their daily returns.
Thank you
Diego
Related Posts with CAR tesing
Newey Regression for panel dataHello, I wanted to know whether the newey-west command can be used for panel data or not? If no, th…
Generate a new variable by counting character ( "/" ) Code: . list country +------------------------------+ | country | …
More mathematical functions like sigma & integralHello everyone! I would like to draw more mathematical functions on Stata. I found following functi…
Synth package error: file synthopt.plugin not foundI am very new to using this package and cannot get even one of the provided examples to work due to …
Explaining output from replace commandThis uses the "sysuse auto" stata dataset. The command I was intending to type was replace price=1…
Subscribe to:
Post Comments (Atom)
0 Response to CAR tesing
Post a Comment