CNEVENT: Stata module to carry out an event study with Chinese publicly listed firms

Chuntao Li () and Yizhuo Fang ()
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Yizhuo Fang: Zhongnan Univ. of Econ. & Law

Statistical Software Components from Boston College Department of Economics

Abstract: cnevent can carry out a standard market model event study. It calculates the abnormal returns and Cumulative abnormal returns for each event. To run this command, you only need to load your event list into memory containing necessary variables. The event list contains a variable of event date that record the date when the event happens and a variable of event firm id which identifies the subject of each sample.

Language: Stata
Requires: Stata version 17 and cntrade from SSC (q.v.)
Keywords: China; firms; event study (search for similar items in EconPapers)
Date: 2021-01-23, Revised 2024-07-05
Note: This module should be installed from within Stata by typing "ssc install cnevent". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/c/cnevent.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cnevent.sthlp help file (text/plain)

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