I have 2 files that I want to merge and I want to create time-series data.
I have one file with information on separate M&A Transactions with a TICKER as ID for each transaction. I want to use the ticker to merge with :
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Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float index str1118 ticker int Announceddate 1 "VZ" 19603 2 "T" 20749 3 "DIS" 21355 4 "CVS" 21156 5 "KMI" 19945 6 "T" 19861 8 "DOW" 20433 10 "XOM" 18245 11 "KHC" 20172 12 "S" 19519 12 "S" 19519 13 "KMI" 18916 16 "IBM" 21485 19 "ESRX" 18829 19 "ESRX" 18829 20 "RAI" 19919 20 "RAI" 19919 20 "RAI" 19919 20 "RAI" 19919 20 "RAI" 19919 22 "MSFT" 20618 24 "BDX" 20932 26 "RTX" 21514 27 "WPZ" 20022 29 "ETP" 20779 end format %tdnn/dd/CCYY Announceddate
my other file is a daily returns file from WRDS which contains daily returns for the tickers:
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Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long date str8 ticker double RET 18266 "ORCL" .013045238330960274 18267 "ORCL" -.0012072711251676083 18268 "ORCL" -.014504456892609596 18269 "ORCL" -.003270643064752221 18270 "ORCL" .012305215932428837 18273 "ORCL" .0004051956639159471 18274 "ORCL" -.005265332758426666 18275 "ORCL" .009771977551281452 18276 "ORCL" .023790359497070313 18277 "ORCL" -.003946344833821058 18281 "ORCL" .003565774764865637 18282 "ORCL" -.010659315623342991 18283 "ORCL" -.009177954867482185 18284 "ORCL" -.027386238798499107 18287 "ORCL" -.004968899767845869 18288 "ORCL" -.006242260802537203 18289 "ORCL" -.000837460276670754 18290 "ORCL" -.016345402225852013 18291 "ORCL" -.017469104379415512 18294 "ORCL" .006938415113836527 18295 "ORCL" .023255854845046997 18296 "ORCL" -.00042088504415005445 18297 "ORCL" -.026947341859340668 18298 "ORCL" .019039316102862358 18301 "ORCL" -.0182589553296566 end format %td date
I want to create time-series data where I have one row of all the M&A information and then multiple rows for all the daily returns data.
Thanks in advance
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