1. Construct equally weighted decile Portfolios by ranking tocks of companies on past 3 years volatility.
2. Find portfolio returns
3. Construct a table and report excess return, Standard Deviation, Sharpe Ratio, t-value,
4. Regress portfolio returns on Fama and French factors and report Beta, Alpha and the summary table of the Alpha of Fama- Regression
5. Make a Histogram
Our Stata Code
We have developed easy to use yet robust codes for event study methodology. The codes need just a basic understanding of Stata.
Further, our comments on each line of code makes the application of the code not only easy, but also helps the users to understand the process more clearly.
We can also help by modifying the codes to match different research questions and hypothesis.
The code is available for $ 150/model. For further details, please contact us at: