Hi all,
I have daily stock returns in my dataset. One of the variables is the stock identifier (so for this variable the stocks are repeated for each date). I have one variable that is equal to 5523 if the stock did stocksplit on one day. I would like to keep only the stocks that did split. The problem is that when I try to do this, I only manage to keep the observations for the day of the stock split and I loose all the other daily observations for the stocks that did return. How I can proceed to keep only the stocks that did split and with all the observations of each stock?

Thank you