Some SAS online resourses
Posted: 24 February 2012 11:17 AM   [ Ignore ]
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SAS material @ UCLA
http://www.ats.ucla.edu/stat/sas/

SAS data structures @ ODU
http://asellus.cee.odu.edu/sas/sas_gen.php

SAS papers summary
http://www.lexjansen.com/cgi-bin/saspapers_query.php

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Zenghui
A humble student of business

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Posted: 09 April 2012 10:30 PM   [ Ignore ]   [ # 1 ]
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Dear Members!

If you have event study program code please send me. I want to do event study IPO announcement data effect on stock price in China. I have event data and stock return data in two separate SAS files. Please do not link the code to any database.

I am very grateful if any one who can help me in this regards

Have nice time for all.

Mark
A university student in China

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Posted: 10 April 2012 08:04 AM   [ Ignore ]   [ # 2 ]
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hi Mark,

You could use the restatement event study tutorial as a starting point
http://www.wrds.us/index.php/tutorial/view/17

Instead of using CRSP, you would use your own stock return data sets.

best regards,

Joost

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To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

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Posted: 10 April 2012 09:05 PM   [ Ignore ]   [ # 3 ]
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Dear Joost,

Thank you very much for your reply. I have to get some clarification regarding my data-sheet, which I intend to use in my event study. I have two separate SAS files. One is event study file, which includes stock_ID, event date and Event_Size. Second file contains stock_ID, date, stock_return (SR) and market_retun (MR).
I would like to know how to prepare final data-sheet which I can use in SAS program.
Please let me know modification I need to do in the restatement event study tutorial.

* My event windows as follows
Mean cumulative abnormal return (CAR) in the period between
(1) 10 days before and 1 day after event
(2) 10 days before and 20 days after event
(3) 5 days before and and 1 day after
(4) 5 days before and 5 days after
Mark
University student from China.

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Posted: 11 April 2012 09:30 AM   [ Ignore ]   [ # 4 ]
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hi Mark,

The tutorial is a working example, which you should be able to change - yourself smile) - so that it works with your files.

best regards,

Joost

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