Tuesday, February 14, 2023

Delete panel data observation if price i below certain threshold

Hi,

I'm working with a panel data set that consists of daily stock prices. I would like to create a dummy variable that is equal to 1 if the price of that specific stock was below 1 USD on any day within the last year. Finally, I want to delete that stock from my data set.

Could anyone help me with this?

Thanks in advance!

Peter


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