How can I average same-calendar-month returns over the prior 20-year period?
I have a timtable with monthly stock returns from Jan 1943 - Dec 2011organized as in the picture below: PERMNO is an identifi...
28 dagen ago | 1 answer | 0
Reorganize table and make groups of rows to columns
I have a 115248x2 timetable that is organized like the small example below, where Permno is each stocks ID: However, I want t...
4 maanden ago | 2 answers | 0
I only want to include the observations that have observations through the whole timeframe.
I have 979588 x 12 table with US stocks from 1963 - 2011. It's a total of 6411 different stocks. I want to remove all the stocks...
5 maanden ago | 1 answer | 0