// 327evstud3  cfb 8218
set more off
capt log close
log using 327evstud3.smcl, replace
use crspret200106, clear
su
// merge on the event_dates file by permno
merge permno using 327event_dates, uniqusing
tab _merge
drop if _merge < 3
drop _merge

// generate trading day counter
bys permno (caldt): g trday = _n
bys permno: g target = trday if caldt == event_date
egen td = min(target), by(permno)
drop if td == .
g dif = trday - td

// merge on NYSE VWRETD index
sort caldt 
merge caldt using nyse_vwretd, uniqusing
tab _merge
drop _merge
sort permno caldt
su 
saveold 327evstud, replace

log close
log2html 327evstud3.smcl, replace