Event study in Stata

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Project Description

I need a code for event study in Stata.

Each data file to be analyzed has only one company with 'multiple events' in it.

Event dates are identified byvariable "date_num" and if " date_num != . ".

Moreover, for estimation period, I need both estimation window of 30 days (or another period) from the previous returns, "Return" variable, and previous returns on a benchmark, "index_ret" variable".

A sample file is attached.

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