------------------------------------------------------------------------------------------------------------------------------
name: <unnamed>
log: /Users/baum/Documents/ Chucky/ ChuckLitGov2/proxy_returns2bis2010.smcl
log type: smcl
opened on: 22 Apr 2010, 10:20:55
. * cfb 5804, revised sheet Chuck 5A06
. * cfb 6706, revised sheet 6703
. * revised to pull in CRSP vwretd 6413
. * keep returns data for firms flagged in proxy_proxyP2 rev 8620
. * cfb 8928 rev to append with original
. * cfb 0422 modified to pull in updated CRSP data, including vwretd in same file
.
. cd "/Users/baum/documents/ Chucky/ ChuckLitGov2/"
/Users/baum/Documents/ Chucky/ ChuckLitGov2/
.
. loc in1 monret2008
. /*
> use CRSPmonNAQ,clear
> keep ym vwretd
> save mktret,replace
> use monRet, clear
> */
. use `in1', clear
. g ym = mofd(date)
. format ym %tm
. sort ym
. su ym,mean
. local ymmin = r(min)
. local ymmax = r(max)
. /*
> merge ym using mktret, uniqusing
> drop if _merge<3
> drop _merge
> */
.
. g double abret = ret - vwretd
(51245 missing values generated)
.
. sort permno date
. merge permno using proxy_proxyP2, uniqusing
(note: you are using old merge syntax; see [D] merge for new syntax)
variable permno does not uniquely identify observations in the master data
. tab _merge
_merge | Freq. Percent Cum.
------------+-----------------------------------
1 | 1,406,650 95.35 95.35
2 | 1 0.00 95.35
3 | 68,652 4.65 100.00
------------+-----------------------------------
Total | 1,475,303 100.00
. * keep returns for those firms matched in proxy
. keep if _merge==3
(1406651 observations deleted)
. drop _merge
. rename ym month
. // g month = mofd(date)
. format month %tm
. keep permno ret abret month
.
. * make returns wide so that they can be merged on to proxy
. reshape wide ret abret, i(permno) j(month)
(note: j = 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424
> 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455
> 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486
> 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517
> 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548
> 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579
> 580 581)
Data long -> wide
-----------------------------------------------------------------------------
Number of obs. 68652 -> 494
Number of variables 4 -> 373
j variable (186 values) month -> (dropped)
xij variables:
ret -> ret396 ret397 ... ret581
abret -> abret396 abret397 ... abret581
-----------------------------------------------------------------------------
. // forv i=396/539 {
. forv i=`ymmin'/`ymmax' {
2. di "`i' -> " %tm `i'
3. }
396 -> 1993m1
397 -> 1993m2
398 -> 1993m3
399 -> 1993m4
400 -> 1993m5
401 -> 1993m6
402 -> 1993m7
403 -> 1993m8
404 -> 1993m9
405 -> 1993m10
406 -> 1993m11
407 -> 1993m12
408 -> 1994m1
409 -> 1994m2
410 -> 1994m3
411 -> 1994m4
412 -> 1994m5
413 -> 1994m6
414 -> 1994m7
415 -> 1994m8
416 -> 1994m9
417 -> 1994m10
418 -> 1994m11
419 -> 1994m12
420 -> 1995m1
421 -> 1995m2
422 -> 1995m3
423 -> 1995m4
424 -> 1995m5
425 -> 1995m6
426 -> 1995m7
427 -> 1995m8
428 -> 1995m9
429 -> 1995m10
430 -> 1995m11
431 -> 1995m12
432 -> 1996m1
433 -> 1996m2
434 -> 1996m3
435 -> 1996m4
436 -> 1996m5
437 -> 1996m6
438 -> 1996m7
439 -> 1996m8
440 -> 1996m9
441 -> 1996m10
442 -> 1996m11
443 -> 1996m12
444 -> 1997m1
445 -> 1997m2
446 -> 1997m3
447 -> 1997m4
448 -> 1997m5
449 -> 1997m6
450 -> 1997m7
451 -> 1997m8
452 -> 1997m9
453 -> 1997m10
454 -> 1997m11
455 -> 1997m12
456 -> 1998m1
457 -> 1998m2
458 -> 1998m3
459 -> 1998m4
460 -> 1998m5
461 -> 1998m6
462 -> 1998m7
463 -> 1998m8
464 -> 1998m9
465 -> 1998m10
466 -> 1998m11
467 -> 1998m12
468 -> 1999m1
469 -> 1999m2
470 -> 1999m3
471 -> 1999m4
472 -> 1999m5
473 -> 1999m6
474 -> 1999m7
475 -> 1999m8
476 -> 1999m9
477 -> 1999m10
478 -> 1999m11
479 -> 1999m12
480 -> 2000m1
481 -> 2000m2
482 -> 2000m3
483 -> 2000m4
484 -> 2000m5
485 -> 2000m6
486 -> 2000m7
487 -> 2000m8
488 -> 2000m9
489 -> 2000m10
490 -> 2000m11
491 -> 2000m12
492 -> 2001m1
493 -> 2001m2
494 -> 2001m3
495 -> 2001m4
496 -> 2001m5
497 -> 2001m6
498 -> 2001m7
499 -> 2001m8
500 -> 2001m9
501 -> 2001m10
502 -> 2001m11
503 -> 2001m12
504 -> 2002m1
505 -> 2002m2
506 -> 2002m3
507 -> 2002m4
508 -> 2002m5
509 -> 2002m6
510 -> 2002m7
511 -> 2002m8
512 -> 2002m9
513 -> 2002m10
514 -> 2002m11
515 -> 2002m12
516 -> 2003m1
517 -> 2003m2
518 -> 2003m3
519 -> 2003m4
520 -> 2003m5
521 -> 2003m6
522 -> 2003m7
523 -> 2003m8
524 -> 2003m9
525 -> 2003m10
526 -> 2003m11
527 -> 2003m12
528 -> 2004m1
529 -> 2004m2
530 -> 2004m3
531 -> 2004m4
532 -> 2004m5
533 -> 2004m6
534 -> 2004m7
535 -> 2004m8
536 -> 2004m9
537 -> 2004m10
538 -> 2004m11
539 -> 2004m12
540 -> 2005m1
541 -> 2005m2
542 -> 2005m3
543 -> 2005m4
544 -> 2005m5
545 -> 2005m6
546 -> 2005m7
547 -> 2005m8
548 -> 2005m9
549 -> 2005m10
550 -> 2005m11
551 -> 2005m12
552 -> 2006m1
553 -> 2006m2
554 -> 2006m3
555 -> 2006m4
556 -> 2006m5
557 -> 2006m6
558 -> 2006m7
559 -> 2006m8
560 -> 2006m9
561 -> 2006m10
562 -> 2006m11
563 -> 2006m12
564 -> 2007m1
565 -> 2007m2
566 -> 2007m3
567 -> 2007m4
568 -> 2007m5
569 -> 2007m6
570 -> 2007m7
571 -> 2007m8
572 -> 2007m9
573 -> 2007m10
574 -> 2007m11
575 -> 2007m12
576 -> 2008m1
577 -> 2008m2
578 -> 2008m3
579 -> 2008m4
580 -> 2008m5
581 -> 2008m6
. sort permno
. save proxy_returns2,replace
file proxy_returns2.dta saved
. * do the merge
. use proxy_proxyN2, clear
. sort permno
. merge permno using proxy_returns2, uniqusing
(note: you are using old merge syntax; see [D] merge for new syntax)
variable permno does not uniquely identify observations in the master data
permno was long now double
. tab _merge
_merge | Freq. Percent Cum.
------------+-----------------------------------
1 | 1,874 42.88 42.88
3 | 2,496 57.12 100.00
------------+-----------------------------------
Total | 4,370 100.00
. drop if _merge<3
(1874 observations deleted)
. drop _merge
. sort case_code year
. save proxy_proxyR2, replace
file proxy_proxyR2.dta saved
. list in 1
+-----------------------------------------------------------------------------------------------------------------------+
1. | source | mtgdate | proxy_~s | missin~n | id | comnam | ticker | case_c~e | cusip | permno |
| PROXY | 12-Nov-1996 | OK | | #N/A | Aames Financial Corp. | AAM | AAM__01 | 00253G10 | 77162 |
|---------------------------------------------------+-------------------------------------------------------------------|
| year | suityear | meeting_d | proxy_d | filing_d | casenr | extd | fname | lname | endofc~d | endwit~r | filing~e |
| 1996 | 0 | 12nov1996 | 13439 | 09sep1997 | AAM__01 | 1 | | | | | |
|-----------------------------+---------------------+--------------------------------+----------------------+-----------|
| filing~r | notesc~s | notes | isnota~e | goodac~s | endcp_d | permco | date | ncusip | tickerC | firstobs |
| | | | | . | . | 45856 | 20041102 | 00253G10 | AIC | 0 |
|----------------------------------------+------------------------------------------------------------------------------|
| ret396 | abret396 | ret397 | abret397 | ret398 | abret398 | ret399 | abret399 | ret400 |
| .095238097 | .08259471 | .139130428 | .13372815 | .25 | .22492396 | -.123076923 | -.0976765 | -.205263153 |
|--------------------------+--------------------------------------------------------------------------------------------|
| abret400 | ret401 | abret401 | ret402 | abret402 | ret403 | abret403 | ret404 | abret404 |
| -.23486126 | -.111111112 | -.11655113 | .075000003 | .07579493 | .030232558 | -.00924597 | -.272727281 | -.27336796 |
|----------------------------------------------------------------+------------+-----------------------------------------|
| ret405 | abret405 | ret406 | abret406 | ret407 | abret407 | ret408 | abret408 | ret409 |
| .28125 | .26318573 | -.041463416 | -.02385706 | .064102568 | .04458984 | .036144577 | .00467846 | -.086046509 |
|-----------------------------------------------------------------------------------------------------------------------|
| abret409 | ret410 | abret410 | ret411 | abret411 | ret412 | abret412 | ret413 | abret413 |
| -.06182267 | -.051282052 | -.00548728 | -.081081077 | -.09055876 | -.050000001 | -.05936021 | .0625 | .09040869 |
|----------------------------------------------------------------------------------+------------------------------------|
| ret414 | abret414 | ret415 | abret415 | ret416 | abret416 | ret417 | abret417 | ret418 |
| .029411765 | -.00122148 | -.09142857 | -.13402594 | .015873017 | .03423617 | .09375 | .07923001 | -.04142857 |
|--------------------------------------------------------------------------------------------+--------------------------|
| abret418 | ret419 | abret419 | ret420 | abret420 | ret421 | abret421 | ret422 | abret422 |
| -.00420978 | -.007518797 | -.02012809 | .168181822 | .14778315 | .202614382 | .16299966 | .108695649 | .08165473 |
|-----------------------------------------------------------------+-----------------------------------------------------|
| ret423 | abret423 | ret424 | abret424 | ret425 | abret425 | ret426 | abret426 | ret427 |
| -.019607844 | -.04465592 | .206 | .17199295 | .208333328 | .1771604 | .158620685 | .11783811 | .301190466 |
|-----------------------------------------------------------------------------+-----------------------------------------|
| abret427 | ret428 | abret428 | ret429 | abret429 | ret430 | abret430 | ret431 | abret431 |
| .29188593 | .073394492 | .03703226 | -.145299152 | -.13398237 | .273000002 | .23029208 | -.122047246 | -.13723781 |
|------------------------+--------------------------------------------------------------------------------+-------------|
| ret432 | abret432 | ret433 | abret433 | ret434 | abret434 | ret435 | abret435 | ret436 |
| .321076244 | .29293227 | -.10204082 | -.11835084 | .090909094 | .07998212 | .225694448 | .20018367 | .115014166 |
|------------------------+------------+-------------+--------------------------+--------------------------+-------------|
| abret436 | ret437 | abret437 | ret438 | abret438 | ret439 | abret439 | ret440 | abret440 |
| .08821397 | .095419846 | .10371779 | .094076656 | .14789516 | .246496812 | .21403345 | .030690538 | -.02232406 |
|---------------------------------------------------------------------------------------------------------+-------------|
| ret441 | abret441 | ret442 | abret442 | ret443 | abret443 | ret444 | abret444 | ret445 |
| -.116625309 | -.1302576 | -.035393257 | -.10089511 | -.163265303 | -.15190714 | .198606268 | .14515704 | .047662791 |
|-------------------------+------------------------------------------------------------------+--------------------------|
| abret445 | ret446 | abret446 | ret447 | abret447 | ret448 | abret448 | ret449 | abret449 |
| .04880644 | -.324999988 | -.2801798 | -.240740746 | -.28304373 | -.160455287 | -.23207965 | .436893195 | .39274771 |
|---------------------------------------------------+--------------------------+-------------+--------------------------|
| ret450 | abret450 | ret451 | abret451 | ret452 | abret452 | ret453 | abret453 | ret454 |
| .158783779 | .08228161 | -.163265303 | -.12699866 | -.095721252 | -.15415399 | -.096525095 | -.06199668 | -.074666664 |
|------------+-----------------------------------------------------------------+--------------------------+-------------|
| abret454 | ret455 | abret455 | ret456 | abret456 | ret457 | abret457 | ret458 | abret458 |
| -.10512549 | -.041666668 | -.05943861 | -.004830918 | -.00936015 | .04139806 | -.03183194 | .037383176 | -.01394034 |
|--------------------------+----------------------------------------------------------------+---------------------------|
| ret459 | abret459 | ret460 | abret460 | ret461 | abret461 | ret462 | abret462 | ret463 |
| -.013513514 | -.02437522 | .05720548 | .08296003 | -.047619049 | -.07957401 | -.181818187 | -.15855408 | -.374844432 |
|--------------------------+--------------------------------------------------------------------------------------------|
| abret463 | ret464 | abret464 | ret465 | abret465 | ret466 | abret466 | ret467 | abret467 |
| -.21717813 | -.133928567 | -.19776387 | -.309278339 | -.38363562 | -.552238822 | -.61422403 | .699999988 | .63694572 |
|--------------------------+--------------------------+-----------------------------------------------------------------|
| ret468 | abret468 | ret469 | abret469 | ret470 | abret470 | ret471 | abret471 | ret472 |
| -.235294119 | -.27363932 | -.179487184 | -.14138262 | -.15625 | -.19411139 | .037037037 | -.0119625 | -.178571433 |
|--------------------------+--------------------------------------------------------------------------------------------|
| abret472 | ret473 | abret473 | ret474 | abret474 | ret475 | abret475 | ret476 | abret476 |
| -.15785038 | -.086956523 | -.13797709 | .285714298 | .31634914 | -.259259254 | -.2492754 | -.400000006 | -.37713251 |
|------------+-----------------------------------------------------------------+----------------------------------------|
| ret477 | abret477 | ret478 | abret478 | ret479 | abret479 | ret480 | abret480 | ret481 |
| .833333313 | .77128457 | -.227272734 | -.26412908 | -.294117659 | -.37804157 | .083333336 | .12307715 | -.230769232 |
|------------+----------------------------------------------------------------------------------------------------------|
| abret481 | ret482 | abret482 | ret483 | abret483 | ret484 | abret484 | ret485 | abret485 |
| -.26253823 | 0 | -.05355323 | -.340000033 | -.28053449 | -.606060624 | -.56701406 | .07692308 | .02527383 |
|--------------------------------------------------+-------------+------------------------------------------------------|
| ret486 | abret486 | ret487 | abret487 | ret488 | abret488 | ret489 | abret489 | ret490 |
| -.214285716 | -.19718017 | 0 | -.07581109 | 1.18181813 | 1.2329558 | .291666657 | .31623101 | -.516129017 |
|--------------------------+-------------------------------------+------------+-----------------------------------------|
| abret490 | ret491 | abret491 | ret492 | abret492 | ret493 | abret493 | ret494 | abret494 |
| -.41358372 | -.333333343 | -.35367804 | .776000023 | .73646875 | .342342347 | .44160945 | -.194630846 | -.12433947 |
|--------------------------+------------+-----------------------------------------------------------------+-------------|
| ret495 | abret495 | ret496 | abret496 | ret497 | abret497 | ret498 | abret498 | ret499 |
| -.016666749 | -.10057249 | .228813648 | .21825209 | -.068965532 | -.05148508 | -.029629689 | -.01130837 | -.160305291 |
|--------------------------+------------+-------------------------------------------------------------------------------|
| abret499 | ret500 | abret500 | ret501 | abret501 | ret502 | abret502 | ret503 | abret503 | ret504 |
| -.10122503 | -.281818181 | -.19027896 | -.341772199 | -.36973888 | . | . | . | . | . |
|---------------------------------------+-------------------------------------------------------------------------------|
| abret504 | ret505 | abret505 | ret506 | abret506 | ret507 | abret507 | ret508 | abret508 | ret509 | abret509 | ret510 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret510 | ret511 | abret511 | ret512 | abret512 | ret513 | abret513 | ret514 | abret514 | ret515 | abret515 | ret516 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret516 | ret517 | abret517 | ret518 | abret518 | ret519 | abret519 | ret520 | abret520 | ret521 | abret521 | ret522 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret522 | ret523 | abret523 | ret524 | abret524 | ret525 | abret525 | ret526 | abret526 | ret527 | abret527 | ret528 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret528 | ret529 | abret529 | ret530 | abret530 | ret531 | abret531 | ret532 | abret532 | ret533 | abret533 | ret534 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret534 | ret535 | abret535 | ret536 | abret536 | ret537 | abret537 | ret538 | abret538 | ret539 | abret539 | ret540 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret540 | ret541 | abret541 | ret542 | abret542 | ret543 | abret543 | ret544 | abret544 | ret545 | abret545 | ret546 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret546 | ret547 | abret547 | ret548 | abret548 | ret549 | abret549 | ret550 | abret550 | ret551 | abret551 | ret552 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret552 | ret553 | abret553 | ret554 | abret554 | ret555 | abret555 | ret556 | abret556 | ret557 | abret557 | ret558 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret558 | ret559 | abret559 | ret560 | abret560 | ret561 | abret561 | ret562 | abret562 | ret563 | abret563 | ret564 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret564 | ret565 | abret565 | ret566 | abret566 | ret567 | abret567 | ret568 | abret568 | ret569 | abret569 | ret570 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+----------+--------+----------+--------+----------+--------+----------+--------+----------+--------|
| abret570 | ret571 | abret571 | ret572 | abret572 | ret573 | abret573 | ret574 | abret574 | ret575 | abret575 | ret576 |
| . | . | . | . | . | . | . | . | . | . | . | . |
|----------+--------+---------------------------------------------------------------------------------------------------|
| abret576 | ret577 | abret577 | ret578 | abret578 | ret579 | abret579 | ret580 | abret580 | ret581 | abret581 |
| . | . | . | . | . | . | . | . | . | . | . |
+-----------------------------------------------------------------------------------------------------------------------+
. list in l
+----------------------------------------------------------------------------------------------------------------------+
2496. | source | mtgdate | proxy_~s | missin~n | id | comnam | ticker | case_c~e | cusip | permno | year | suityear |
| PROXY | | NO PROXY | NO EDGAR | | ZILOG | ZLG | ZLG__01 | 98952410 | 76566 | 2001 | 4 |
|----------------------------------------+-----------------------------------------------------------------------------|
| meetin~d | proxy_d | filing_d | casenr | extd | fname | lname | endofc~d | endwit~r | filing~e | filing~r | notesc~s |
| . | . | . | 374 | 0 | | | | | | | |
|----------------------------------------------------------------------------------------------------------------------|
| notes | isnota~e | goodac~s | endcp_d | permco | date | ncusip | tickerC | firstobs | ret396 | abret396 |
| | | . | . | 10841 | 19950517 | 98952410 | ZLG | . | .087591238 | .07494785 |
|---------------------------------------+------------------------------------------------------------------------------|
| ret397 | abret397 | ret398 | abret398 | ret399 | abret399 | ret400 | abret400 | ret401 |
| -.164429531 | -.16983181 | .120481931 | .09540589 | .096774191 | .12217461 | .220588237 | .19099013 | -.084337346 |
|--------------------------+------------+------------------------+-----------------------------------------------------|
| abret401 | ret402 | abret402 | ret403 | abret403 | ret404 | abret404 | ret405 | abret405 |
| -.08977736 | -.140350878 | -.13955595 | .255102038 | .21562351 | .130081296 | .12944062 | .115107916 | .09704365 |
|--------------------------+------------+------------------------+-----------------------------------------------------|
| ret406 | abret406 | ret407 | abret407 | ret408 | abret408 | ret409 | abret409 | ret410 |
| -.270967752 | -.25336139 | .079646021 | .06013329 | .114754096 | .08328798 | -.073529415 | -.04930557 | .055555556 |
|---------------------------------------------------+------------+---------------------------------------+-------------|
| abret410 | ret411 | abret411 | ret412 | abret412 | ret413 | abret413 | ret414 | abret414 |
| .10135033 | .007518797 | -.00195888 | -.052238807 | -.06159902 | .023622047 | .05153074 | -.138461545 | -.16909479 |
|------------------------+-------------------------------------------------------------------------------+-------------|
| ret415 | abret415 | ret416 | abret416 | ret417 | abret417 | ret418 | abret418 | ret419 |
| .160714284 | .11811691 | .03846154 | .05682469 | -.148148149 | -.16266814 | -.034782607 | .00243618 | .063063063 |
|----------------------------------------------------------------------------------------------------------------------|
| abret419 | ret420 | abret420 | ret421 | abret421 | ret422 | abret422 | ret423 | abret423 |
| .05045377 | -.016949153 | -.03734782 | .159482762 | .11986804 | .063197024 | .0361561 | -.017482517 | -.0425306 |
|------------------------------------------------------------------------------------------+---------------------------|
| ret424 | abret424 | ret425 | abret425 | ret426 | abret426 | ret427 | abret427 | ret428 |
| .092526689 | .05851964 | .299674273 | .26850134 | -.077694237 | -.11847682 | -.032608695 | -.04191323 | -.064606741 |
|------------+---------------------------------------------------------------------------------------------------------|
| abret428 | ret429 | abret429 | ret430 | abret430 | ret431 | abret431 | ret432 | abret432 |
| -.10096897 | -.147147149 | -.13583037 | -.017605634 | -.06031355 | .050179213 | .03498865 | -.006825938 | -.03496991 |
|------------+--------------------------+---------------------------------------------------+--------------------------|
| ret433 | abret433 | ret434 | abret434 | ret435 | abret435 | ret436 | abret436 | ret437 |
| -.06185567 | -.07816569 | -.010989011 | -.02191598 | .114814818 | .08930404 | -.019933555 | -.04673376 | -.349152535 |
|------------+---------------------------------------------------------------------------------------------------------|
| abret437 | ret438 | abret438 | ret439 | abret439 | ret440 | abret440 | ret441 | abret441 |
| -.34085459 | -.041666668 | .01215183 | .125 | .09253664 | -.260869563 | -.31388416 | .03267974 | .01904745 |
|------------+--------------------------------------------------+------------------------------------------------------|
| ret442 | abret442 | ret443 | abret443 | ret444 | abret444 | ret445 | abret445 | ret446 |
| .132911399 | .06740955 | .167597771 | .17895593 | -.028708134 | -.08215736 | -.068965517 | -.06782187 | -.111111112 |
|------------+---------------------------------------------------------------------------------------------------------|
| abret446 | ret447 | abret447 | ret448 | abret448 | ret449 | abret449 | ret450 | abret450 |
| -.06629092 | -.113095239 | -.15539822 | .194630876 | .12300652 | -.146067411 | -.19021289 | .276315778 | .19981361 |
|------------+-----------------------------------------------------------------+------------+--------------------------|
| ret451 | abret451 | ret452 | abret452 | ret453 | abret453 | ret454 | abret454 | ret455 |
| .010309278 | .04657592 | -.109693877 | -.16812662 | -.126074493 | -.09154607 | .003278689 | -.02718014 | -.003267974 |
|------------+---------------------------------------------------------------------------------------------------------|
| abret455 | ret456 | abret456 | ret457 | abret457 | ret458 | abret458 | ret459 | abret459 | ret460 |
| -.02103991 | .006557377 | .00202815 | .039087947 | -.03414205 | . | . | . | . | . |
|--------------------------------------------------------------------------+---------------------+---------------------|
| abret460 | ret461 | abret461 | ret462 | abret462 | ret463 | abret463 | ret464 | abret464 | ret465 | abret465 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret466 | abret466 | ret467 | abret467 | ret468 | abret468 | ret469 | abret469 | ret470 | abret470 | ret471 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret471 | ret472 | abret472 | ret473 | abret473 | ret474 | abret474 | ret475 | abret475 | ret476 | abret476 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret477 | abret477 | ret478 | abret478 | ret479 | abret479 | ret480 | abret480 | ret481 | abret481 | ret482 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret482 | ret483 | abret483 | ret484 | abret484 | ret485 | abret485 | ret486 | abret486 | ret487 | abret487 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret488 | abret488 | ret489 | abret489 | ret490 | abret490 | ret491 | abret491 | ret492 | abret492 | ret493 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret493 | ret494 | abret494 | ret495 | abret495 | ret496 | abret496 | ret497 | abret497 | ret498 | abret498 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret499 | abret499 | ret500 | abret500 | ret501 | abret501 | ret502 | abret502 | ret503 | abret503 | ret504 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret504 | ret505 | abret505 | ret506 | abret506 | ret507 | abret507 | ret508 | abret508 | ret509 | abret509 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret510 | abret510 | ret511 | abret511 | ret512 | abret512 | ret513 | abret513 | ret514 | abret514 | ret515 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret515 | ret516 | abret516 | ret517 | abret517 | ret518 | abret518 | ret519 | abret519 | ret520 | abret520 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret521 | abret521 | ret522 | abret522 | ret523 | abret523 | ret524 | abret524 | ret525 | abret525 | ret526 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret526 | ret527 | abret527 | ret528 | abret528 | ret529 | abret529 | ret530 | abret530 | ret531 | abret531 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret532 | abret532 | ret533 | abret533 | ret534 | abret534 | ret535 | abret535 | ret536 | abret536 | ret537 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret537 | ret538 | abret538 | ret539 | abret539 | ret540 | abret540 | ret541 | abret541 | ret542 | abret542 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret543 | abret543 | ret544 | abret544 | ret545 | abret545 | ret546 | abret546 | ret547 | abret547 | ret548 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret548 | ret549 | abret549 | ret550 | abret550 | ret551 | abret551 | ret552 | abret552 | ret553 | abret553 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret554 | abret554 | ret555 | abret555 | ret556 | abret556 | ret557 | abret557 | ret558 | abret558 | ret559 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret559 | ret560 | abret560 | ret561 | abret561 | ret562 | abret562 | ret563 | abret563 | ret564 | abret564 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret565 | abret565 | ret566 | abret566 | ret567 | abret567 | ret568 | abret568 | ret569 | abret569 | ret570 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| abret570 | ret571 | abret571 | ret572 | abret572 | ret573 | abret573 | ret574 | abret574 | ret575 | abret575 |
| . | . | . | . | . | . | . | . | . | . | . |
|------------------------------+---------------------+---------------------+---------------------+---------------------|
| ret576 | abret576 | ret577 | abret577 | ret578 | abret578 | ret579 | abret579 | ret580 | abret580 | ret581 |
| . | . | . | . | . | . | . | . | . | . | . |
|----------------------------------------------------------------------------------------------------------------------|
| abret581 |
| . |
+----------------------------------------------------------------------------------------------------------------------+
. summ
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
source | 0
mtgdate | 0
proxy_status | 0
missing_pr~n | 0
id | 0
-------------+--------------------------------------------------------
comnam | 0
ticker | 0
case_code | 0
cusip | 0
permno | 2496 62411.5 26177.11 10051 92655
-------------+--------------------------------------------------------
year | 2496 2001.587 2.52501 1995 2007
suityear | 2496 1.999199 1.41478 0 4
meeting_d | 2115 15307.04 929.5803 12906 17344
proxy_d | 577 15507.06 1051.472 12857 17302
filing_d | 1027 14918.98 822.4346 13174 16068
-------------+--------------------------------------------------------
casenr | 2496 156.27 109.4272 1 374
extd | 2496 .2524038 .4344787 0 1
fname | 0
lname | 0
endofclass~d | 0
-------------+--------------------------------------------------------
endwithino~r | 0
filingdate | 0
filingwino~r | 0
notescodes | 0
notes | 0
-------------+--------------------------------------------------------
isnotagood~e | 0
goodactions | 933 .4008574 .490335 0 1
endcp_d | 352 14688.61 709.1806 12548 16047
permco | 2456 16603.27 8992.154 7 45856
date | 2456 1.99e+07 98159.8 1.97e+07 2.00e+07
-------------+--------------------------------------------------------
ncusip | 0
tickerC | 0
firstobs | 630 .1952381 .3966988 0 1
ret396 | 1531 .0278439 .1146885 -.5461538 .7142856
abret396 | 1531 .0152005 .1146885 -.5587972 .7016422
-------------+--------------------------------------------------------
ret397 | 1536 -.0283623 .1077693 -.4153226 .373494
abret397 | 1536 -.0337646 .1077693 -.4207248 .3680917
ret398 | 1556 .0416162 .1247999 -.4580645 .6707317
abret398 | 1556 .0165402 .1247999 -.4831406 .6456557
ret399 | 1571 -.011987 .1019604 -.5389049 .3675214
-------------+--------------------------------------------------------
abret399 | 1571 .0134134 .1019604 -.5135045 .3929218
ret400 | 1581 .0633945 .1131635 -.2173913 .6140351
abret400 | 1581 .0337964 .1131635 -.2469894 .584437
ret401 | 1591 .0092666 .1039784 -.4456522 .375
abret401 | 1591 .0038266 .1039784 -.4510922 .36956
-------------+--------------------------------------------------------
ret402 | 1601 -.0024453 .1025717 -.4608295 .2604167
abret402 | 1601 -.0016504 .1025717 -.4600346 .2612116
ret403 | 1616 .0567047 .1392486 -.2531868 1.117647
abret403 | 1616 .0172262 .1392486 -.2926654 1.078169
ret404 | 1631 .0290742 .1151201 -.4204545 .5182927
-------------+--------------------------------------------------------
abret404 | 1631 .0284336 .1151201 -.4210952 .517652
ret405 | 1631 .0343209 .1200602 -.3076923 .625
abret405 | 1631 .0162567 .1200602 -.3257566 .6069357
ret406 | 1641 -.0195403 .0907505 -.3104575 .2564103
abret406 | 1641 -.0019339 .0907505 -.2928512 .2740166
-------------+--------------------------------------------------------
ret407 | 1666 .0377748 .1090166 -.2964602 .518797
abret407 | 1666 .0182621 .1090166 -.3159729 .4992843
ret408 | 1686 .0443068 .1218571 -.3061225 .9318182
abret408 | 1686 .0128407 .1218571 -.3375886 .9003521
ret409 | 1696 -.0052952 .1003055 -.2882883 .4461538
-------------+--------------------------------------------------------
abret409 | 1696 .0189287 .1003055 -.2640645 .4703777
ret410 | 1696 -.0484191 .0938948 -.4520548 .3658537
abret410 | 1696 -.0026243 .0938948 -.40626 .4116484
ret411 | 1721 .0064543 .1014166 -.4328358 .4072165
abret411 | 1721 -.0030234 .1014166 -.4423135 .3977388
-------------+--------------------------------------------------------
ret412 | 1736 .004194 .1017563 -.4842767 .3478261
abret412 | 1736 -.0051662 .1017563 -.493637 .3384659
ret413 | 1756 -.033461 .0920836 -.372549 .3125
abret413 | 1756 -.0055523 .0920836 -.3446403 .3404087
ret414 | 1756 .0356524 .0978475 -.275 .4366197
-------------+--------------------------------------------------------
abret414 | 1756 .0050192 .0978475 -.3056332 .4059865
ret415 | 1766 .0813946 .1125869 -.2222222 .5802469
abret415 | 1766 .0387973 .1125869 -.2648196 .5376496
ret416 | 1766 .00097 .0986874 -.2948718 .3972603
abret416 | 1766 .0193332 .0986874 -.2765087 .4156234
-------------+--------------------------------------------------------
ret417 | 1781 .0292561 .1178399 -.4107143 .719457
abret417 | 1781 .0147361 .1178399 -.4252343 .704937
ret418 | 1786 -.0323394 .1005749 -.2968037 .7185185
abret418 | 1786 .0048794 .1005749 -.2595849 .7557373
ret419 | 1806 .0178475 .1047806 -.4662162 .4117647
-------------+--------------------------------------------------------
abret419 | 1806 .0052382 .1047806 -.4788255 .3991554
ret420 | 1831 .0263995 .114945 -.3636364 .7846154
abret420 | 1831 .0060008 .114945 -.384035 .7642167
ret421 | 1841 .0492564 .0985025 -.4545455 .4297521
abret421 | 1841 .0096417 .0985025 -.4941602 .3901373
-------------+--------------------------------------------------------
ret422 | 1851 .04737 .1123925 -.3571429 .8333333
abret422 | 1851 .0203291 .1123925 -.3841838 .8062924
ret423 | 1856 .0330576 .1146713 -.39375 .8064516
abret423 | 1856 .0080096 .1146713 -.4187981 .7814035
ret424 | 1861 .0381113 .1239131 -.3108808 1.2
-------------+--------------------------------------------------------
abret424 | 1861 .0041042 .1239131 -.3448879 1.165993
ret425 | 1866 .0728832 .130775 -.4233871 .68
abret425 | 1866 .0417102 .130775 -.45456 .6488271
ret426 | 1881 .0759232 .1146874 -.264 .7241379
abret426 | 1881 .0351406 .1146874 -.3047826 .6833553
-------------+--------------------------------------------------------
ret427 | 1886 .0290105 .1109737 -.3157895 .8
abret427 | 1886 .019706 .1109737 -.325094 .7906955
ret428 | 1906 .0492437 .1130571 -.3690476 .4953271
abret428 | 1906 .0128815 .1130571 -.4054098 .4589649
ret429 | 1916 -.0309869 .1228245 -.4396552 .625
-------------+--------------------------------------------------------
abret429 | 1916 -.0196701 .1228245 -.4283384 .6363168
ret430 | 1936 .0653011 .1437523 -.3209876 1.158273
abret430 | 1936 .0225932 .1437523 -.3636956 1.115565
ret431 | 1941 .0286293 .1372486 -.3030303 1.205357
abret431 | 1941 .0134387 .1372486 -.3182209 1.190167
-------------+--------------------------------------------------------
ret432 | 1961 .0165028 .1242977 -.4892473 .5890411
abret432 | 1961 -.0116412 .1242977 -.5173913 .5608971
ret433 | 1961 .0400696 .1186287 -.4921136 .7702703
abret433 | 1961 .0237596 .1186287 -.5084236 .7539603
ret434 | 1981 .0301145 .1290628 -.3003663 .9305556
-------------+--------------------------------------------------------
abret434 | 1981 .0191875 .1290628 -.3112933 .9196286
ret435 | 2001 .0844061 .1701824 -.3770492 1.136585
abret435 | 2001 .0588953 .1701824 -.40256 1.111075
ret436 | 2016 .0508924 .1986137 -.4212766 3.235294
abret436 | 2016 .0240922 .1986137 -.4480768 3.208494
-------------+--------------------------------------------------------
ret437 | 2031 -.028781 .1148635 -.4871795 .5972222
abret437 | 2031 -.020483 .1148635 -.4788815 .6055202
ret438 | 2061 -.0885789 .1235257 -.5378152 .3050847
abret438 | 2061 -.0347604 .1235257 -.4839967 .3589032
ret439 | 2071 .0653562 .1113948 -.4363636 .4946237
-------------+--------------------------------------------------------
abret439 | 2071 .0328928 .1113948 -.468827 .4621603
ret440 | 2071 .0688269 .1356099 -.4479167 .9230769
abret440 | 2071 .0158123 .1356099 -.5009313 .8700623
ret441 | 2086 -.0204786 .1150065 -.4444444 .3177893
abret441 | 2086 -.0341109 .1150065 -.4580767 .304157
-------------+--------------------------------------------------------
ret442 | 2116 .0553805 .1305634 -.3856209 .9854369
abret442 | 2116 -.0101214 .1305634 -.4511228 .9199351
ret443 | 2121 -.0062801 .1148615 -.5252525 .540107
abret443 | 2121 .0050781 .1148615 -.5138944 .5514651
ret444 | 2121 .052652 .1424527 -.8265306 .6428571
-------------+--------------------------------------------------------
abret444 | 2121 -.0007972 .1424527 -.8799799 .5894079
ret445 | 2111 -.0288821 .1265373 -.727027 .5294118
abret445 | 2111 -.0277385 .1265373 -.7258834 .5305554
ret446 | 2121 -.0585961 .1111138 -.6241611 .3492064
abret446 | 2121 -.0137759 .1111138 -.5793409 .3940265
-------------+--------------------------------------------------------
ret447 | 2121 .0081813 .132849 -.5165289 .8135593
abret447 | 2121 -.0341217 .132849 -.5588319 .7712563
ret448 | 2121 .1426952 .1591065 -.2713755 1.518829
abret448 | 2121 .0710708 .1591065 -.3429998 1.447204
ret449 | 2121 .0467253 .121542 -.3565341 .6105263
-------------+--------------------------------------------------------
abret449 | 2121 .0025799 .121542 -.4006796 .5663808
ret450 | 2131 .0740507 .1330352 -.4895833 .675
abret450 | 2131 -.0024515 .1330352 -.5660855 .5984978
ret451 | 2150 .0099544 .1301552 -.3251534 .7482014
abret451 | 2150 .0462211 .1301552 -.2888867 .7844681
-------------+--------------------------------------------------------
ret452 | 2150 .0674907 .1355092 -.4609053 .8552338
abret452 | 2150 .0090579 .1355092 -.5193381 .7968011
ret453 | 2160 -.0394674 .1193346 -.6552588 .4587213
abret453 | 2160 -.004939 .1193346 -.6207304 .4932497
ret454 | 2165 -.0024106 .0988697 -.368421 .2747253
-------------+--------------------------------------------------------
abret454 | 2165 -.0328694 .0988697 -.3988799 .2442665
ret455 | 2175 .0035402 .1348703 -.6554404 .5344828
abret455 | 2175 -.0142317 .1348703 -.6732123 .5167108
ret456 | 2175 -.0034802 .1378833 -.797619 .5454546
abret456 | 2175 -.0080094 .1378833 -.8021483 .5409253
-------------+--------------------------------------------------------
ret457 | 2185 .0994368 .1266745 -.4187817 .6257862
abret457 | 2185 .0262068 .1266745 -.4920117 .5525562
ret458 | 2185 .0603556 .1210137 -.3486238 .5371179
abret458 | 2185 .0090321 .1210137 -.3999474 .4857944
ret459 | 2195 .0249939 .139984 -.4805195 .765
-------------+--------------------------------------------------------
abret459 | 2195 .0141322 .139984 -.4913812 .7541383
ret460 | 2205 -.0459646 .0993237 -.4428969 .3951613
abret460 | 2205 -.02021 .0993237 -.4171424 .4209159
ret461 | 2208 .0164712 .161571 -.6524869 1.26383
abret461 | 2208 -.0154837 .161571 -.6844419 1.231875
-------------+--------------------------------------------------------
ret462 | 2211 -.0713997 .1512257 -.6421189 .5564854
abret462 | 2211 -.0481356 .1512257 -.6188548 .5797495
ret463 | 2221 -.2121565 .1420264 -.7647059 .3076923
abret463 | 2221 -.0544902 .1420264 -.6070396 .4653586
ret464 | 2241 .0783625 .2209892 -.9166667 .8165467
-------------+--------------------------------------------------------
abret464 | 2241 .0145272 .2209892 -.980502 .7527114
ret465 | 2231 .0705642 .1968072 -.8439716 .7808219
abret465 | 2231 -.0037931 .1968072 -.9183289 .7064646
ret466 | 2231 .0964279 .2219012 -.5522388 2
abret466 | 2231 .0344427 .2219012 -.614224 1.938015
-------------+--------------------------------------------------------
ret467 | 2231 .0729647 .1849598 -.5238096 .9037037
abret467 | 2231 .0099105 .1849598 -.5868638 .8406494
ret468 | 2226 .0590219 .3543694 -.5805583 6
abret468 | 2226 .0206767 .3543694 -.6189035 5.961655
ret469 | 2226 -.0802573 .1453455 -.728395 .9886364
-------------+--------------------------------------------------------
abret469 | 2226 -.0421527 .1453455 -.6902905 1.026741
ret470 | 2221 .0328866 .2107599 -.6801075 .9280576
abret470 | 2221 -.0049748 .2107599 -.7179689 .8901962
ret471 | 2221 .0900577 .2196946 -.5682281 1.318841
abret471 | 2221 .0410582 .2196946 -.6172277 1.269841
-------------+--------------------------------------------------------
ret472 | 2226 .0343455 .1454798 -.4333333 .7847025
abret472 | 2226 .0550665 .1454798 -.4126123 .8054236
ret473 | 2218 .0537686 .1658659 -.7264957 .7392996
abret473 | 2218 .002748 .1658659 -.7775163 .688279
ret474 | 2218 -.0262634 .1439996 -.5255814 .5075631
-------------+--------------------------------------------------------
abret474 | 2218 .0043715 .1439996 -.4949466 .5381979
ret475 | 2218 -.0244525 .1551793 -.8198198 .5108696
abret475 | 2218 -.0144687 .1551793 -.809836 .5208534
ret476 | 2238 -.0242125 .1859221 -.5571429 1.061947
abret476 | 2238 -.001345 .1859221 -.5342754 1.084814
-------------+--------------------------------------------------------
ret477 | 2233 .024739 .2032254 -.5469027 1.033816
abret477 | 2233 -.0373097 .2032254 -.6089514 .9717677
ret478 | 2233 .0697359 .2088596 -.6619718 .8733945
abret478 | 2233 .0328795 .2088596 -.6988282 .8365381
ret479 | 2228 .0966517 .2700666 -.5915493 1.413333
-------------+--------------------------------------------------------
abret479 | 2228 .0127277 .2700666 -.6754732 1.329409
ret480 | 2228 -.0072501 .2197618 -.6339691 .925
abret480 | 2228 .0324937 .2197618 -.5942253 .9647438
ret481 | 2218 .0808882 .3564362 -.6739131 3.001658
abret481 | 2218 .0491192 .3564362 -.7056821 2.969889
-------------+--------------------------------------------------------
ret482 | 2218 .0208712 .2139319 -.7307692 .6527778
abret482 | 2218 -.0326821 .2139319 -.7843224 .5992246
ret483 | 2208 -.0602688 .2066588 -.710084 .7894737
abret483 | 2208 -.0008032 .2066588 -.6506185 .8489393
ret484 | 2198 -.0309871 .1986199 -.6479592 .8222222
-------------+--------------------------------------------------------
abret484 | 2198 .0080594 .1986199 -.6089126 .8612688
ret485 | 2183 .0522883 .2357987 -.8 1.337589
abret485 | 2183 .000639 .2357987 -.8516493 1.285939
ret486 | 2183 -.0143396 .2309865 -.7083333 3
abret486 | 2183 .0027659 .2309865 -.6912278 3.017106
-------------+--------------------------------------------------------
ret487 | 2173 .0938645 .2133318 -.6086066 1.410853
abret487 | 2173 .0180534 .2133318 -.6844177 1.335042
ret488 | 2168 -.0472301 .2001029 -.9267015 1.181818
abret488 | 2168 .0039075 .2001029 -.8755639 1.232956
ret489 | 2163 -.0448878 .1981485 -.8353909 .5620806
-------------+--------------------------------------------------------
abret489 | 2163 -.0203235 .1981485 -.8108266 .5866449
ret490 | 2153 -.1274173 .2165607 -.912037 1
abret490 | 2153 -.024872 .2165607 -.8094917 1.102545
ret491 | 2129 .0239844 .216775 -.7647059 1
abret491 | 2129 .0036397 .216775 -.7850506 .9796553
-------------+--------------------------------------------------------
ret492 | 2136 .2109155 .3888161 -.6086956 2.316364
abret492 | 2136 .1713842 .3888161 -.6482269 2.276832
ret493 | 2121 -.0852322 .1916277 -.6686828 .7117116
abret493 | 2121 .0140349 .1916277 -.5694157 .8109787
ret494 | 2121 -.0774522 .2068257 -.9 1.057143
-------------+--------------------------------------------------------
abret494 | 2121 -.0071608 .2068257 -.8297086 1.127434
ret495 | 2101 .0929079 .230225 -.7836775 1.123552
abret495 | 2101 .0090022 .230225 -.8675832 1.039646
ret496 | 2091 .0452576 .1898338 -.4992936 1.055556
abret496 | 2091 .034696 .1898338 -.5098552 1.044994
-------------+--------------------------------------------------------
ret497 | 2076 .0119665 .1910189 -.740227 .6759259
abret497 | 2076 .0294469 .1910189 -.7227465 .6934064
ret498 | 2061 -.050054 .1702919 -.6534483 .5147058
abret498 | 2061 -.0317327 .1702919 -.635127 .5330272
ret499 | 2056 -.0564394 .1526966 -.6440678 .5899525
-------------+--------------------------------------------------------
abret499 | 2056 .0026408 .1526966 -.5849875 .6490328
ret500 | 2046 -.1763269 .1832851 -.8054679 .7242206
abret500 | 2046 -.0847877 .1832851 -.7139287 .8157599
ret501 | 2016 .0871667 .3252365 -.8634223 2.782609
abret501 | 2016 .0592 .3252365 -.891389 2.754642
-------------+--------------------------------------------------------
ret502 | 1996 .1168894 .2320029 -.981295 1.827309
abret502 | 1996 .0381552 .2320029 -1.060029 1.748575
ret503 | 1991 .0513314 .1729678 -.5795349 1.307693
abret503 | 1991 .0334896 .1729678 -.5973767 1.289851
ret504 | 1976 -.0307978 .1761153 -.7271062 .6829269
-------------+--------------------------------------------------------
abret504 | 1976 -.0147374 .1761153 -.7110459 .6989872
ret505 | 1951 -.0610169 .1737599 -.7052631 .7916667
abret505 | 1951 -.039311 .1737599 -.6835572 .8133726
ret506 | 1946 .0941456 .1910666 -.7692308 1.318725
abret506 | 1946 .0494528 .1910666 -.8139236 1.274032
-------------+--------------------------------------------------------
ret507 | 1931 -.0454896 .2021861 -.7399527 1.524887
abret507 | 1931 .0041598 .2021861 -.6903034 1.574536
ret508 | 1911 -.0354718 .2021312 -.6819876 2.620968
abret508 | 1911 -.0250119 .2021312 -.6715277 2.631428
ret509 | 1906 -.1253986 .1725415 -.9136442 .4980892
-------------+--------------------------------------------------------
abret509 | 1906 -.0551553 .1725415 -.8434008 .5683326
ret510 | 1896 -.1531555 .1946067 -.6666666 1.173077
abret510 | 1896 -.0720186 .1946067 -.5855298 1.254214
ret511 | 1891 .0062828 .214239 -.777328 1.5625
abret511 | 1891 -.0016994 .214239 -.7853101 1.554518
-------------+--------------------------------------------------------
ret512 | 1891 -.1280671 .1704863 -.652757 .6666667
abret512 | 1891 -.0280919 .1704863 -.5527819 .7666419
ret513 | 1881 .0569509 .250124 -.8483645 1.466667
abret513 | 1881 -.0180088 .250124 -.9233242 1.391707
ret514 | 1866 .2029034 .3335541 -.5232067 1.801802
-------------+--------------------------------------------------------
abret514 | 1866 .1416282 .3335541 -.5844819 1.740527
ret515 | 1861 -.0776747 .1411069 -.5664335 .4245284
abret515 | 1861 -.0243647 .1411069 -.5131235 .4778384
ret516 | 1836 -.0070915 .1725897 -.5943152 1.309985
abret516 | 1836 .0163386 .1725897 -.5708852 1.333415
-------------+--------------------------------------------------------
ret517 | 1836 -.0545307 .1410388 -.7546667 .4395248
abret517 | 1836 -.0391231 .1410388 -.7392591 .4549324
ret518 | 1801 .0015665 .1642338 -.8999643 .7453417
abret518 | 1801 -.0087654 .1642338 -.9102962 .7350098
ret519 | 1776 .1442344 .2194499 -.3935659 1.410112
-------------+--------------------------------------------------------
abret519 | 1776 .0614395 .2194499 -.4763608 1.327317
ret520 | 1776 .1564214 .195363 -.3569519 1.162162
abret520 | 1776 .0929132 .195363 -.4204601 1.098654
ret521 | 1781 .0334562 .1410764 -.4713044 1.225564
abret521 | 1781 .0171226 .1410764 -.4876379 1.20923
-------------+--------------------------------------------------------
ret522 | 1761 .0544385 .1889031 -.3753943 1.189189
abret522 | 1761 .0313085 .1889031 -.3985243 1.166059
ret523 | 1751 .0554738 .1246829 -.5057834 .5851137
abret523 | 1751 .0305653 .1246829 -.5306919 .5602052
ret524 | 1741 -.0004715 .1119191 -.3640639 .6960785
-------------+--------------------------------------------------------
abret524 | 1741 .0086298 .1119191 -.3549627 .7051797
ret525 | 1731 .0838516 .1229431 -.3428572 .6019801
abret525 | 1731 .0235202 .1229431 -.4031886 .5416487
ret526 | 1726 .0339991 .1436091 -.6980988 1.475676
abret526 | 1726 .0173928 .1436091 -.7147051 1.459069
-------------+--------------------------------------------------------
ret527 | 1711 .0463862 .1090392 -.2474916 .7
abret527 | 1711 .0008533 .1090392 -.2930246 .654467
ret528 | 1716 .0640963 .1504318 -.2454054 1.372263
abret528 | 1716 .0410326 .1504318 -.2684691 1.349199
ret529 | 1711 .0098885 .0913407 -.3207546 .5943114
-------------+--------------------------------------------------------
abret529 | 1711 -.005579 .0913407 -.3362221 .5788439
ret530 | 1711 -.0091264 .1184758 -.75 .6990463
abret530 | 1711 .0015583 .1184758 -.7393153 .7097309
ret531 | 1716 -.0425793 .1104667 -.4456763 .3178325
abret531 | 1716 -.018349 .1104667 -.421446 .3420628
-------------+--------------------------------------------------------
ret532 | 1711 .0136993 .0871854 -.3881189 .4252101
abret532 | 1711 -.0004284 .0871854 -.4022466 .4110824
ret533 | 1711 .0359683 .0933935 -.3297043 .3570545
abret533 | 1711 .0144048 .0933935 -.3512678 .335491
ret534 | 1686 -.075173 .1053391 -.4213483 .2580645
-------------+--------------------------------------------------------
abret534 | 1686 -.0374918 .1053391 -.383667 .2957458
ret535 | 1686 -.0126528 .102117 -.4603961 .3970149
abret535 | 1686 -.0153689 .102117 -.4631122 .3942988
ret536 | 1686 .0415115 .099208 -.2577274 .5189874
abret536 | 1686 .0209578 .099208 -.278281 .4984337
-------------+--------------------------------------------------------
ret537 | 1681 .0214371 .1096953 -.3975309 .3704338
abret537 | 1681 .0036265 .1096953 -.4153415 .3526232
ret538 | 1681 .0849484 .1232615 -.1893569 .7
abret538 | 1681 .0367075 .1232615 -.2375979 .651759
ret539 | 1676 .0533254 .091548 -.1926031 .6666667
-------------+--------------------------------------------------------
abret539 | 1676 .0181468 .091548 -.2277817 .631488
ret540 | 1676 -.0331862 .0975572 -.4004491 .336612
abret540 | 1676 -.0066294 .0975572 -.3738924 .3631687
ret541 | 1661 .0053375 .0894522 -.4248555 .4311618
abret541 | 1661 -.0173577 .0894522 -.4475506 .4084667
-------------+--------------------------------------------------------
ret542 | 1651 -.0186057 .0891205 -.3841991 .339928
abret542 | 1651 -.0016653 .0891205 -.3672587 .3568684
ret543 | 1651 -.0523453 .1117189 -.5733333 .3372093
abret543 | 1651 -.0271632 .1117189 -.5481512 .3623913
ret544 | 1636 .0620464 .1212315 -.484127 .7709906
-------------+--------------------------------------------------------
abret544 | 1636 .0241303 .1212315 -.5220431 .7330745
ret545 | 1631 .0186692 .0871774 -.5414634 .3125
abret545 | 1631 .0071376 .0871774 -.552995 .3009684
ret546 | 1621 .0537833 .1085738 -.6492537 .6228572
abret546 | 1621 .0104515 .1085738 -.6925855 .5795254
-------------+--------------------------------------------------------
ret547 | 1626 -.0086786 .1205141 -.680851 .8960115
abret547 | 1626 -.0027369 .1205141 -.6749094 .9019531
ret548 | 1616 .0086185 .0845099 -.2770168 .4050633
abret548 | 1616 -.0019626 .0845099 -.2875979 .3944821
ret549 | 1606 -.035919 .0933049 -.3444206 .3157895
-------------+--------------------------------------------------------
abret549 | 1606 -.015133 .0933049 -.3236345 .3365755
ret550 | 1586 .044691 .1160968 -.7857143 .5
abret550 | 1586 .0042843 .1160968 -.8261211 .4595932
ret551 | 1556 .0088703 .0701875 -.3 .2836879
abret551 | 1556 .0053935 .0701875 -.3034767 .2802112
-------------+--------------------------------------------------------
ret552 | 1536 .0593148 .1127923 -.2004188 .806053
abret552 | 1536 .0192015 .1127923 -.2405322 .7659397
ret553 | 1526 .0132205 .0758956 -.3172691 .3529412
abret553 | 1526 .0148648 .0758956 -.3156248 .3545854
ret554 | 1506 .0303363 .1033779 -.3171642 .5748793
-------------+--------------------------------------------------------
abret554 | 1506 .0112783 .1033779 -.3362222 .5558213
ret555 | 1491 .0076427 .080351 -.26 .3005182
abret555 | 1491 -.0053262 .080351 -.2729689 .2875493
ret556 | 1496 -.0388614 .0949711 -.4954792 .2725041
abret556 | 1496 -.007819 .0949711 -.4644367 .3035466
-------------+--------------------------------------------------------
ret557 | 1496 -.0088294 .0939017 -.5771812 .8030606
abret557 | 1496 -.008434 .0939017 -.5767858 .803456
ret558 | 1491 -.0255446 .1041064 -.4760062 .2350481
abret558 | 1491 -.0236453 .1041064 -.474107 .2369474
ret559 | 1486 .0427685 .0988299 -.3271258 .3856041
-------------+--------------------------------------------------------
abret559 | 1486 .0176859 .0988299 -.3522084 .3605215
ret560 | 1481 .0191638 .0720475 -.2923076 .2373022
abret560 | 1481 -.0002885 .0720475 -.31176 .2178498
ret561 | 1476 .0473492 .083975 -.1844794 .5131579
abret561 | 1476 .0102629 .083975 -.2215656 .4760717
-------------+--------------------------------------------------------
ret562 | 1461 .0270458 .0975416 -.2162653 .7599999
abret562 | 1461 .0033291 .0975416 -.2399821 .7362832
ret563 | 1456 .0179195 .0850397 -.2379808 .6942935
abret563 | 1456 .007097 .0850397 -.2488032 .683471
ret564 | 1436 .0251695 .0809137 -.4125 .3318466
-------------+--------------------------------------------------------
abret564 | 1436 .0057303 .0809137 -.4319392 .3124074
ret565 | 1431 .0030159 .079441 -.270248 .393617
abret565 | 1431 .0170146 .079441 -.2562493 .4076156
ret566 | 1426 .0126481 .0820803 -.3522505 .4151337
abret566 | 1426 -.0002989 .0820803 -.3651976 .4021866
-------------+--------------------------------------------------------
ret567 | 1426 .0438166 .098343 -.2677165 1.067726
abret567 | 1426 .0039253 .098343 -.3076079 1.027834
ret568 | 1421 .0428775 .0998309 -.2870967 .5511022
abret568 | 1421 .0039797 .0998309 -.3259946 .5122044
ret569 | 1416 -.0169303 .0674001 -.22 .3295903
-------------+--------------------------------------------------------
abret569 | 1416 -.0021717 .0674001 -.2052415 .3443488
ret570 | 1411 -.0561256 .0858388 -.351551 .1954887
abret570 | 1411 -.0243721 .0858388 -.3197975 .2272422
ret571 | 1401 -.0009498 .090982 -.4515151 .300627
abret571 | 1401 -.0125735 .090982 -.4631388 .2890034
-------------+--------------------------------------------------------
ret572 | 1396 .0249812 .0833695 -.3269231 .3173333
abret572 | 1396 -.0159222 .0833695 -.3678265 .27643
ret573 | 1371 .0182606 .113729 -.4142328 .5264901
abret573 | 1371 -.0075786 .113729 -.440072 .5006509
ret574 | 1366 -.0638925 .1139635 -.6275303 .5698006
-------------+--------------------------------------------------------
abret574 | 1366 -.0146133 .1139635 -.5782511 .6190799
ret575 | 1361 -.0124685 .1039237 -.3446677 .6337126
abret575 | 1361 -.0081259 .1039237 -.3403251 .6380552
ret576 | 1361 -.0616844 .1070831 -.4032922 .3317756
abret576 | 1361 .0006212 .1070831 -.3409866 .3940812
-------------+--------------------------------------------------------
ret577 | 1361 -.018955 .1249636 -.3247863 .9645934
abret577 | 1361 .0030846 .1249636 -.3027467 .986633
ret578 | 1361 -.017635 .1086811 -.4200627 .3651428
abret578 | 1361 -.0071642 .1086811 -.4095919 .3756136
ret579 | 1356 .055575 .1100361 -.3733487 .5841194
-------------+--------------------------------------------------------
abret579 | 1356 .0044228 .1100361 -.4245009 .5329672
ret580 | 1341 .036652 .1144462 -.2832765 .5021552
abret580 | 1341 .0128267 .1144462 -.3071017 .4783299
ret581 | 1336 -.0906787 .1173576 -.4114053 .4515629
abret581 | 1336 -.0120514 .1173576 -.3327779 .5301902
. tab extd
extd | Freq. Percent Cum.
------------+-----------------------------------
0 | 1,866 74.76 74.76
1 | 630 25.24 100.00
------------+-----------------------------------
Total | 2,496 100.00
. log close
name: <unnamed>
log: /Users/baum/Documents/ Chucky/ ChuckLitGov2/proxy_returns2bis2010.smcl
log type: smcl
closed on: 22 Apr 2010, 10:21:07
------------------------------------------------------------------------------------------------------------------------------