Fill missing stock price using dsf
Posted: 17 November 2012 12:38 PM   [ Ignore ]
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Dear Joost,

I have stock price data (-1,+1) around merger announcement extracted from SDC platinum but there are some missing values.
I am trying to fill the missing values using crsp dsf.
Can sas sql realize ths process? Thank you.

pwyw000

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Posted: 17 November 2012 05:12 PM   [ Ignore ]   [ # 1 ]
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hi pwyw000,

Yes, SAS is very suitable to do event studies. You might like this tutorial that shows an example:
http://www.wrds.us/index.php/tutorial/view/17

best regards,

Joost

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