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Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Using CRSP to calculate the Cumulative Abnormal Return
Using CRSP to calculate the Cumulative Abnormal Return

Hello everyone,

This is a very noob question, I am trying to get the quarterly CAR. However, my school's subscription only provides daily data.

I would greatly appreciate it if anyone can help me generate the quarterly CAR.
Can I just add all the Holding Period Return (ret) during that quarter to calculate the CAR?

Thank you in advance.

Best.

BJ Data Tech Solution

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Using CRSP to calculate the Cumulative Abnormal Return

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Home / Data Cleaning / Data management / Data Processing / Using CRSP to calculate the Cumulative Abnormal Return Using CRSP to calculate the Cumulative Abnormal Return

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