Comparing CARs between samples




  • Chloe Ho

    Hi Arnie, how does this differ if using non-CRSP data? Many thanks.

  • Arnie Cowan

    Thank you for the question. When using non-CRSP data, there is no difference in the parts that are specific to comparing CARs between samples. The elements specific to this purpose are:

    1. The use of OutWin= on the EvtStudy statements

    2. All the code beginning with the statement

    data complete;

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