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

Author

Listed:
  • Chuntao Li

    (Zhongnan Univ. of Econ. & Law)

  • Yizhuo Fang

    (Zhongnan Univ. of Econ. & Law)

Programming Language

Stata

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.

Suggested Citation

  • Chuntao Li & Yizhuo Fang, 2021. "CNEVENT: Stata module to carry out an event study with Chinese publicly listed firms," Statistical Software Components S459041, Boston College Department of Economics, revised 18 Jan 2024.
    • Handle: RePEc:boc:bocode:s459041
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/cnevent.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cnevent.sthlp
    File Function: help file
    Download Restriction: no
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    More about this item

    Keywords

    China; firms; event study; Stata;
    All these keywords.

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