___ ____ ____ ____ ____ tm /__ / ____/ / ____/ ___/ / /___/ / /___/ 10.1 Copyright 1984-2009 Statistics/Data Analysis StataCorp 4905 Lakeway Drive Special Edition College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) Single-user Stata for Macintosh perpetual license: Serial number: 6410544727 Licensed to: Christopher Baum Boston College Notes: 1. (-m# option or -set memory-) 10.00 MB allocated to data 2. (-v# option or -set maxvar-) 5000 maximum variables 3. Command line editing disabled 4. Stata running in batch mode . do bloomberg_combine . * bloomberg_combine 1.0.0 24apr2005 cfb . * retrieve all bloomberg files, cull duplicates from weekends/non trading day > s . * append unique quotes into single file for 5-day index computation . . set trace off . set memory 100m Current memory allocation ------------------------- current memory usage settable value description (1M = 1024k) -------------------------------------------------------------------- set maxvar 5000 max. variables allowed 1.751M set memory 100M max. data space 100.000M set matsize 400 max. RHS vars in models 1.254M ----------- 103.006M . set matsize 1000 Current memory allocation ------------------------- current memory usage settable value description (1M = 1024k) -------------------------------------------------------------------- set maxvar 5000 max. variables allowed 1.751M set memory 100M max. data space 100.000M set matsize 1000 max. RHS vars in models 7.713M ----------- 109.465M . cd "/fmwww0/repec/raim/MassInd/" /fmwww0/RePEc/RAIM/MassInd . qui fs bloomberg_BBMX_*dta . local files "`r(files)'" . local nf : word count "`files'" . local nf = `nf' - 1 . di "Files available: `nf'" Files available: 508 . local fb : word 2 of "`files'" . local fb : subinstr local fb `"""' "", all . use `fb', clear . mat F=J(`nf',1,0) . . forv i=3/`nf' { 2. local f : word `i' of "`files'" 3. * di "`i' : `f'" . capt cf firm price change using `f' 4. if _rc == 9 { 5. * desc, short . di "differences in `f'" 6. mat F[`i',1] = 1 7. use `f', clear 8. } 9. else { 10. di "no diffs in `f'" 11. } 12. } no diffs in bloomberg_BBMX_20071216.dta differences in bloomberg_BBMX_20071218.dta differences in bloomberg_BBMX_20071219.dta differences in bloomberg_BBMX_20071220.dta differences in bloomberg_BBMX_20071221.dta differences in bloomberg_BBMX_20071222.dta no diffs in bloomberg_BBMX_20071223.dta no diffs in bloomberg_BBMX_20071224.dta differences in bloomberg_BBMX_20071225.dta differences in bloomberg_BBMX_20071226.dta differences in bloomberg_BBMX_20071227.dta differences in bloomberg_BBMX_20071228.dta differences in bloomberg_BBMX_20071229.dta no diffs in bloomberg_BBMX_20071230.dta no diffs in bloomberg_BBMX_20071231.dta differences in bloomberg_BBMX_20080101.dta no diffs in bloomberg_BBMX_20080102.dta differences in bloomberg_BBMX_20080103.dta differences in bloomberg_BBMX_20080104.dta differences in bloomberg_BBMX_20080105.dta no diffs in bloomberg_BBMX_20080106.dta no diffs in bloomberg_BBMX_20080107.dta differences in bloomberg_BBMX_20080108.dta differences in bloomberg_BBMX_20080109.dta differences in bloomberg_BBMX_20080110.dta differences in bloomberg_BBMX_20080111.dta differences in bloomberg_BBMX_20080112.dta no diffs in bloomberg_BBMX_20080113.dta no diffs in bloomberg_BBMX_20080114.dta differences in bloomberg_BBMX_20080115.dta differences in bloomberg_BBMX_20080116.dta differences in bloomberg_BBMX_20080117.dta differences in bloomberg_BBMX_20080118.dta differences in bloomberg_BBMX_20080119.dta no diffs in bloomberg_BBMX_20080120.dta no diffs in bloomberg_BBMX_20080121.dta no diffs in bloomberg_BBMX_20080122.dta differences in bloomberg_BBMX_20080123.dta differences in bloomberg_BBMX_20080124.dta differences in bloomberg_BBMX_20080125.dta differences in bloomberg_BBMX_20080126.dta no diffs in bloomberg_BBMX_20080127.dta differences in bloomberg_BBMX_20080128.dta differences in bloomberg_BBMX_20080129.dta differences in bloomberg_BBMX_20080130.dta differences in bloomberg_BBMX_20080131.dta differences in bloomberg_BBMX_20080201.dta differences in bloomberg_BBMX_20080202.dta no diffs in bloomberg_BBMX_20080203.dta differences in bloomberg_BBMX_20080204.dta differences in bloomberg_BBMX_20080205.dta differences in bloomberg_BBMX_20080206.dta differences in bloomberg_BBMX_20080207.dta differences in bloomberg_BBMX_20080208.dta differences in bloomberg_BBMX_20080209.dta no diffs in bloomberg_BBMX_20080210.dta differences in bloomberg_BBMX_20080211.dta differences in bloomberg_BBMX_20080212.dta differences in bloomberg_BBMX_20080213.dta differences in bloomberg_BBMX_20080214.dta differences in bloomberg_BBMX_20080215.dta differences in bloomberg_BBMX_20080216.dta no diffs in bloomberg_BBMX_20080217.dta no diffs in bloomberg_BBMX_20080218.dta differences in bloomberg_BBMX_20080219.dta differences in bloomberg_BBMX_20080220.dta differences in bloomberg_BBMX_20080221.dta differences in bloomberg_BBMX_20080222.dta differences in bloomberg_BBMX_20080223.dta no diffs in bloomberg_BBMX_20080224.dta no diffs in bloomberg_BBMX_20080225.dta differences in bloomberg_BBMX_20080226.dta differences in bloomberg_BBMX_20080227.dta differences in bloomberg_BBMX_20080228.dta differences in bloomberg_BBMX_20080229.dta differences in bloomberg_BBMX_20080301.dta no diffs in bloomberg_BBMX_20080302.dta differences in bloomberg_BBMX_20080303.dta differences in bloomberg_BBMX_20080304.dta differences in bloomberg_BBMX_20080305.dta differences in bloomberg_BBMX_20080306.dta differences in bloomberg_BBMX_20080307.dta differences in bloomberg_BBMX_20080308.dta no diffs in bloomberg_BBMX_20080309.dta no diffs in bloomberg_BBMX_20080310.dta differences in bloomberg_BBMX_20080311.dta differences in bloomberg_BBMX_20080312.dta differences in bloomberg_BBMX_20080313.dta differences in bloomberg_BBMX_20080314.dta differences in bloomberg_BBMX_20080315.dta no diffs in bloomberg_BBMX_20080316.dta no diffs in bloomberg_BBMX_20080317.dta differences in bloomberg_BBMX_20080318.dta differences in bloomberg_BBMX_20080319.dta differences in bloomberg_BBMX_20080320.dta differences in bloomberg_BBMX_20080321.dta no diffs in bloomberg_BBMX_20080322.dta no diffs in bloomberg_BBMX_20080323.dta no diffs in bloomberg_BBMX_20080324.dta differences in bloomberg_BBMX_20080325.dta differences in bloomberg_BBMX_20080326.dta differences in bloomberg_BBMX_20080327.dta differences in bloomberg_BBMX_20080328.dta differences in bloomberg_BBMX_20080329.dta no diffs in bloomberg_BBMX_20080330.dta no diffs in bloomberg_BBMX_20080331.dta differences in bloomberg_BBMX_20080401.dta differences in bloomberg_BBMX_20080402.dta differences in bloomberg_BBMX_20080403.dta differences in bloomberg_BBMX_20080404.dta differences in bloomberg_BBMX_20080405.dta no diffs in bloomberg_BBMX_20080406.dta no diffs in bloomberg_BBMX_20080407.dta differences in bloomberg_BBMX_20080408.dta differences in bloomberg_BBMX_20080409.dta differences in bloomberg_BBMX_20080410.dta differences in bloomberg_BBMX_20080411.dta differences in bloomberg_BBMX_20080412.dta no diffs in bloomberg_BBMX_20080413.dta no diffs in bloomberg_BBMX_20080414.dta differences in bloomberg_BBMX_20080415.dta differences in bloomberg_BBMX_20080416.dta differences in bloomberg_BBMX_20080417.dta differences in bloomberg_BBMX_20080418.dta differences in bloomberg_BBMX_20080419.dta no diffs in bloomberg_BBMX_20080420.dta no diffs in bloomberg_BBMX_20080421.dta differences in bloomberg_BBMX_20080422.dta differences in bloomberg_BBMX_20080423.dta differences in bloomberg_BBMX_20080424.dta differences in bloomberg_BBMX_20080425.dta differences in bloomberg_BBMX_20080426.dta no diffs in bloomberg_BBMX_20080427.dta no diffs in bloomberg_BBMX_20080428.dta differences in bloomberg_BBMX_20080429.dta differences in bloomberg_BBMX_20080430.dta differences in bloomberg_BBMX_20080501.dta differences in bloomberg_BBMX_20080502.dta differences in bloomberg_BBMX_20080503.dta no diffs in bloomberg_BBMX_20080504.dta no diffs in bloomberg_BBMX_20080505.dta differences in bloomberg_BBMX_20080506.dta differences in bloomberg_BBMX_20080507.dta differences in bloomberg_BBMX_20080508.dta differences in bloomberg_BBMX_20080509.dta differences in bloomberg_BBMX_20080510.dta no diffs in bloomberg_BBMX_20080511.dta no diffs in bloomberg_BBMX_20080512.dta differences in bloomberg_BBMX_20080513.dta differences in bloomberg_BBMX_20080514.dta differences in bloomberg_BBMX_20080515.dta differences in bloomberg_BBMX_20080516.dta differences in bloomberg_BBMX_20080517.dta no diffs in bloomberg_BBMX_20080518.dta no diffs in bloomberg_BBMX_20080519.dta differences in bloomberg_BBMX_20080520.dta differences in bloomberg_BBMX_20080521.dta differences in bloomberg_BBMX_20080522.dta differences in bloomberg_BBMX_20080523.dta differences in bloomberg_BBMX_20080524.dta no diffs in bloomberg_BBMX_20080525.dta no diffs in bloomberg_BBMX_20080526.dta no diffs in bloomberg_BBMX_20080527.dta differences in bloomberg_BBMX_20080528.dta differences in bloomberg_BBMX_20080529.dta differences in bloomberg_BBMX_20080530.dta differences in bloomberg_BBMX_20080531.dta no diffs in bloomberg_BBMX_20080601.dta no diffs in bloomberg_BBMX_20080602.dta differences in bloomberg_BBMX_20080603.dta differences in bloomberg_BBMX_20080604.dta differences in bloomberg_BBMX_20080605.dta differences in bloomberg_BBMX_20080606.dta differences in bloomberg_BBMX_20080607.dta no diffs in bloomberg_BBMX_20080608.dta no diffs in bloomberg_BBMX_20080609.dta differences in bloomberg_BBMX_20080610.dta differences in bloomberg_BBMX_20080611.dta differences in bloomberg_BBMX_20080612.dta differences in bloomberg_BBMX_20080613.dta differences in bloomberg_BBMX_20080614.dta no diffs in bloomberg_BBMX_20080615.dta no diffs in bloomberg_BBMX_20080616.dta differences in bloomberg_BBMX_20080617.dta differences in bloomberg_BBMX_20080618.dta differences in bloomberg_BBMX_20080619.dta differences in bloomberg_BBMX_20080620.dta differences in bloomberg_BBMX_20080621.dta no diffs in bloomberg_BBMX_20080622.dta no diffs in bloomberg_BBMX_20080623.dta differences in bloomberg_BBMX_20080624.dta differences in bloomberg_BBMX_20080625.dta differences in bloomberg_BBMX_20080626.dta differences in bloomberg_BBMX_20080627.dta differences in bloomberg_BBMX_20080628.dta no diffs in bloomberg_BBMX_20080629.dta no diffs in bloomberg_BBMX_20080630.dta differences in bloomberg_BBMX_20080702.dta differences in bloomberg_BBMX_20080703.dta differences in bloomberg_BBMX_20080704.dta no diffs in bloomberg_BBMX_20080705.dta no diffs in bloomberg_BBMX_20080706.dta no diffs in bloomberg_BBMX_20080707.dta differences in bloomberg_BBMX_20080708.dta differences in bloomberg_BBMX_20080709.dta differences in bloomberg_BBMX_20080710.dta differences in bloomberg_BBMX_20080711.dta differences in bloomberg_BBMX_20080712.dta no diffs in bloomberg_BBMX_20080713.dta no diffs in bloomberg_BBMX_20080714.dta differences in bloomberg_BBMX_20080715.dta differences in bloomberg_BBMX_20080716.dta differences in bloomberg_BBMX_20080717.dta differences in bloomberg_BBMX_20080718.dta differences in bloomberg_BBMX_20080719.dta no diffs in bloomberg_BBMX_20080720.dta no diffs in bloomberg_BBMX_20080721.dta differences in bloomberg_BBMX_20080722.dta differences in bloomberg_BBMX_20080723.dta differences in bloomberg_BBMX_20080724.dta differences in bloomberg_BBMX_20080725.dta differences in bloomberg_BBMX_20080726.dta no diffs in bloomberg_BBMX_20080727.dta no diffs in bloomberg_BBMX_20080728.dta differences in bloomberg_BBMX_20080729.dta differences in bloomberg_BBMX_20080730.dta differences in bloomberg_BBMX_20080731.dta differences in bloomberg_BBMX_20080801.dta differences in bloomberg_BBMX_20080802.dta no diffs in bloomberg_BBMX_20080803.dta no diffs in bloomberg_BBMX_20080804.dta differences in bloomberg_BBMX_20080805.dta differences in bloomberg_BBMX_20080806.dta differences in bloomberg_BBMX_20080807.dta differences in bloomberg_BBMX_20080808.dta differences in bloomberg_BBMX_20080809.dta no diffs in bloomberg_BBMX_20080810.dta no diffs in bloomberg_BBMX_20080811.dta differences in bloomberg_BBMX_20080812.dta differences in bloomberg_BBMX_20080813.dta differences in bloomberg_BBMX_20080814.dta differences in bloomberg_BBMX_20080815.dta differences in bloomberg_BBMX_20080816.dta no diffs in bloomberg_BBMX_20080817.dta no diffs in bloomberg_BBMX_20080818.dta differences in bloomberg_BBMX_20080819.dta differences in bloomberg_BBMX_20080820.dta differences in bloomberg_BBMX_20080821.dta differences in bloomberg_BBMX_20080822.dta differences in bloomberg_BBMX_20080823.dta no diffs in bloomberg_BBMX_20080824.dta no diffs in bloomberg_BBMX_20080825.dta differences in bloomberg_BBMX_20080826.dta differences in bloomberg_BBMX_20080827.dta differences in bloomberg_BBMX_20080828.dta differences in bloomberg_BBMX_20080829.dta differences in bloomberg_BBMX_20080830.dta no diffs in bloomberg_BBMX_20080831.dta no diffs in bloomberg_BBMX_20080901.dta differences in bloomberg_BBMX_20080902.dta differences in bloomberg_BBMX_20080903.dta differences in bloomberg_BBMX_20080910.dta differences in bloomberg_BBMX_20080911.dta differences in bloomberg_BBMX_20080912.dta differences in bloomberg_BBMX_20080913.dta no diffs in bloomberg_BBMX_20080914.dta differences in bloomberg_BBMX_20080916.dta differences in bloomberg_BBMX_20080917.dta differences in bloomberg_BBMX_20080918.dta differences in bloomberg_BBMX_20080919.dta differences in bloomberg_BBMX_20080920.dta no diffs in bloomberg_BBMX_20080921.dta no diffs in bloomberg_BBMX_20080922.dta differences in bloomberg_BBMX_20080923.dta differences in bloomberg_BBMX_20080924.dta differences in bloomberg_BBMX_20080925.dta differences in bloomberg_BBMX_20080926.dta differences in bloomberg_BBMX_20080927.dta no diffs in bloomberg_BBMX_20080928.dta no diffs in bloomberg_BBMX_20080929.dta differences in bloomberg_BBMX_20080930.dta differences in bloomberg_BBMX_20081001.dta differences in bloomberg_BBMX_20081002.dta differences in bloomberg_BBMX_20081003.dta differences in bloomberg_BBMX_20081004.dta no diffs in bloomberg_BBMX_20081005.dta differences in bloomberg_BBMX_20081006.dta differences in bloomberg_BBMX_20081007.dta differences in bloomberg_BBMX_20081008.dta differences in bloomberg_BBMX_20081009.dta differences in bloomberg_BBMX_20081010.dta differences in bloomberg_BBMX_20081011.dta no diffs in bloomberg_BBMX_20081012.dta no diffs in bloomberg_BBMX_20081013.dta differences in bloomberg_BBMX_20081014.dta differences in bloomberg_BBMX_20081015.dta differences in bloomberg_BBMX_20081016.dta differences in bloomberg_BBMX_20081017.dta differences in bloomberg_BBMX_20081018.dta no diffs in bloomberg_BBMX_20081019.dta differences in bloomberg_BBMX_20081020.dta differences in bloomberg_BBMX_20081021.dta differences in bloomberg_BBMX_20081022.dta differences in bloomberg_BBMX_20081023.dta differences in bloomberg_BBMX_20081024.dta differences in bloomberg_BBMX_20081025.dta no diffs in bloomberg_BBMX_20081026.dta no diffs in bloomberg_BBMX_20081027.dta differences in bloomberg_BBMX_20081028.dta differences in bloomberg_BBMX_20081029.dta differences in bloomberg_BBMX_20081030.dta differences in bloomberg_BBMX_20081031.dta differences in bloomberg_BBMX_20081101.dta no diffs in bloomberg_BBMX_20081102.dta differences in bloomberg_BBMX_20081103.dta differences in bloomberg_BBMX_20081104.dta differences in bloomberg_BBMX_20081105.dta differences in bloomberg_BBMX_20081106.dta differences in bloomberg_BBMX_20081107.dta differences in bloomberg_BBMX_20081108.dta no diffs in bloomberg_BBMX_20081109.dta differences in bloomberg_BBMX_20081110.dta differences in bloomberg_BBMX_20081111.dta differences in bloomberg_BBMX_20081112.dta differences in bloomberg_BBMX_20081114.dta differences in bloomberg_BBMX_20081115.dta differences in bloomberg_BBMX_20081116.dta differences in bloomberg_BBMX_20081117.dta differences in bloomberg_BBMX_20081118.dta differences in bloomberg_BBMX_20081119.dta differences in bloomberg_BBMX_20081120.dta differences in bloomberg_BBMX_20081121.dta differences in bloomberg_BBMX_20081122.dta no diffs in bloomberg_BBMX_20081123.dta no diffs in bloomberg_BBMX_20081124.dta differences in bloomberg_BBMX_20081125.dta differences in bloomberg_BBMX_20081126.dta differences in bloomberg_BBMX_20081127.dta differences in bloomberg_BBMX_20081128.dta differences in bloomberg_BBMX_20081129.dta no diffs in bloomberg_BBMX_20081130.dta no diffs in bloomberg_BBMX_20081201.dta differences in bloomberg_BBMX_20081202.dta differences in bloomberg_BBMX_20081203.dta differences in bloomberg_BBMX_20081204.dta differences in bloomberg_BBMX_20081205.dta differences in bloomberg_BBMX_20081206.dta no diffs in bloomberg_BBMX_20081207.dta differences in bloomberg_BBMX_20081208.dta differences in bloomberg_BBMX_20081209.dta differences in bloomberg_BBMX_20081210.dta differences in bloomberg_BBMX_20081211.dta differences in bloomberg_BBMX_20081212.dta differences in bloomberg_BBMX_20081213.dta no diffs in bloomberg_BBMX_20081214.dta differences in bloomberg_BBMX_20081215.dta differences in bloomberg_BBMX_20081216.dta differences in bloomberg_BBMX_20081217.dta differences in bloomberg_BBMX_20081218.dta differences in bloomberg_BBMX_20081219.dta differences in bloomberg_BBMX_20081220.dta no diffs in bloomberg_BBMX_20081221.dta no diffs in bloomberg_BBMX_20081222.dta differences in bloomberg_BBMX_20081223.dta differences in bloomberg_BBMX_20081224.dta differences in bloomberg_BBMX_20081225.dta no diffs in bloomberg_BBMX_20081226.dta differences in bloomberg_BBMX_20081227.dta no diffs in bloomberg_BBMX_20081228.dta no diffs in bloomberg_BBMX_20081229.dta differences in bloomberg_BBMX_20081230.dta differences in bloomberg_BBMX_20081231.dta differences in bloomberg_BBMX_20090101.dta differences in bloomberg_BBMX_20090102.dta differences in bloomberg_BBMX_20090103.dta no diffs in bloomberg_BBMX_20090104.dta differences in bloomberg_BBMX_20090105.dta differences in bloomberg_BBMX_20090106.dta differences in bloomberg_BBMX_20090107.dta differences in bloomberg_BBMX_20090108.dta differences in bloomberg_BBMX_20090109.dta differences in bloomberg_BBMX_20090110.dta no diffs in bloomberg_BBMX_20090111.dta differences in bloomberg_BBMX_20090112.dta differences in bloomberg_BBMX_20090113.dta differences in bloomberg_BBMX_20090114.dta differences in bloomberg_BBMX_20090115.dta differences in bloomberg_BBMX_20090116.dta differences in bloomberg_BBMX_20090117.dta no diffs in bloomberg_BBMX_20090118.dta no diffs in bloomberg_BBMX_20090119.dta differences in bloomberg_BBMX_20090120.dta differences in bloomberg_BBMX_20090121.dta differences in bloomberg_BBMX_20090122.dta differences in bloomberg_BBMX_20090123.dta differences in bloomberg_BBMX_20090124.dta no diffs in bloomberg_BBMX_20090125.dta differences in bloomberg_BBMX_20090126.dta differences in bloomberg_BBMX_20090127.dta differences in bloomberg_BBMX_20090128.dta differences in bloomberg_BBMX_20090129.dta differences in bloomberg_BBMX_20090130.dta differences in bloomberg_BBMX_20090131.dta differences in bloomberg_BBMX_20090204.dta differences in bloomberg_BBMX_20090205.dta differences in bloomberg_BBMX_20090206.dta differences in bloomberg_BBMX_20090207.dta differences in bloomberg_BBMX_20090210.dta differences in bloomberg_BBMX_20090211.dta differences in bloomberg_BBMX_20090212.dta differences in bloomberg_BBMX_20090213.dta differences in bloomberg_BBMX_20090214.dta no diffs in bloomberg_BBMX_20090215.dta no diffs in bloomberg_BBMX_20090216.dta differences in bloomberg_BBMX_20090217.dta differences in bloomberg_BBMX_20090218.dta differences in bloomberg_BBMX_20090219.dta differences in bloomberg_BBMX_20090220.dta differences in bloomberg_BBMX_20090221.dta no diffs in bloomberg_BBMX_20090222.dta no diffs in bloomberg_BBMX_20090223.dta differences in bloomberg_BBMX_20090224.dta differences in bloomberg_BBMX_20090225.dta differences in bloomberg_BBMX_20090226.dta differences in bloomberg_BBMX_20090227.dta differences in bloomberg_BBMX_20090228.dta differences in bloomberg_BBMX_20090415.dta differences in bloomberg_BBMX_20090416.dta differences in bloomberg_BBMX_20090417.dta differences in bloomberg_BBMX_20090418.dta no diffs in bloomberg_BBMX_20090419.dta no diffs in bloomberg_BBMX_20090420.dta differences in bloomberg_BBMX_20090421.dta differences in bloomberg_BBMX_20090422.dta differences in bloomberg_BBMX_20090423.dta differences in bloomberg_BBMX_20090424.dta differences in bloomberg_BBMX_20090425.dta no diffs in bloomberg_BBMX_20090426.dta no diffs in bloomberg_BBMX_20090427.dta differences in bloomberg_BBMX_20090428.dta differences in bloomberg_BBMX_20090429.dta differences in bloomberg_BBMX_20090430.dta differences in bloomberg_BBMX_20090501.dta differences in bloomberg_BBMX_20090502.dta no diffs in bloomberg_BBMX_20090503.dta no diffs in bloomberg_BBMX_20090504.dta differences in bloomberg_BBMX_20090505.dta differences in bloomberg_BBMX_20090506.dta differences in bloomberg_BBMX_20090507.dta differences in bloomberg_BBMX_20090508.dta differences in bloomberg_BBMX_20090509.dta no diffs in bloomberg_BBMX_20090510.dta no diffs in bloomberg_BBMX_20090511.dta differences in bloomberg_BBMX_20090512.dta differences in bloomberg_BBMX_20090513.dta differences in bloomberg_BBMX_20090514.dta differences in bloomberg_BBMX_20090515.dta differences in bloomberg_BBMX_20090516.dta no diffs in bloomberg_BBMX_20090517.dta no diffs in bloomberg_BBMX_20090518.dta differences in bloomberg_BBMX_20090519.dta differences in bloomberg_BBMX_20090520.dta differences in bloomberg_BBMX_20090521.dta differences in bloomberg_BBMX_20090522.dta differences in bloomberg_BBMX_20090523.dta no diffs in bloomberg_BBMX_20090524.dta no diffs in bloomberg_BBMX_20090525.dta no diffs in bloomberg_BBMX_20090526.dta differences in bloomberg_BBMX_20090527.dta differences in bloomberg_BBMX_20090528.dta differences in bloomberg_BBMX_20090529.dta differences in bloomberg_BBMX_20090530.dta no diffs in bloomberg_BBMX_20090531.dta differences in bloomberg_BBMX_20090601.dta differences in bloomberg_BBMX_20090602.dta differences in bloomberg_BBMX_20090603.dta differences in bloomberg_BBMX_20090604.dta differences in bloomberg_BBMX_20090605.dta differences in bloomberg_BBMX_20090606.dta no diffs in bloomberg_BBMX_20090607.dta no diffs in bloomberg_BBMX_20090608.dta differences in bloomberg_BBMX_20090609.dta differences in bloomberg_BBMX_20090610.dta differences in bloomberg_BBMX_20090611.dta differences in bloomberg_BBMX_20090612.dta differences in bloomberg_BBMX_20090613.dta no diffs in bloomberg_BBMX_20090614.dta no diffs in bloomberg_BBMX_20090615.dta differences in bloomberg_BBMX_20090616.dta differences in bloomberg_BBMX_20090617.dta differences in bloomberg_BBMX_20090618.dta differences in bloomberg_BBMX_20090619.dta differences in bloomberg_BBMX_20090620.dta no diffs in bloomberg_BBMX_20090621.dta no diffs in bloomberg_BBMX_20090622.dta differences in bloomberg_BBMX_20090623.dta differences in bloomberg_BBMX_20090624.dta differences in bloomberg_BBMX_20090625.dta differences in bloomberg_BBMX_20090626.dta differences in bloomberg_BBMX_20090627.dta no diffs in bloomberg_BBMX_20090628.dta no diffs in bloomberg_BBMX_20090629.dta differences in bloomberg_BBMX_20090630.dta differences in bloomberg_BBMX_20090701.dta differences in bloomberg_BBMX_20090702.dta differences in bloomberg_BBMX_20090703.dta . mat list F F[508,1] c1 r1 0 r2 0 r3 0 r4 1 r5 1 r6 1 r7 1 r8 1 r9 0 r10 0 r11 1 r12 1 r13 1 r14 1 r15 1 r16 0 r17 0 r18 1 r19 0 r20 1 r21 1 r22 1 r23 0 r24 0 r25 1 r26 1 r27 1 r28 1 r29 1 r30 0 r31 0 r32 1 r33 1 r34 1 r35 1 r36 1 r37 0 r38 0 r39 0 r40 1 r41 1 r42 1 r43 1 r44 0 r45 1 r46 1 r47 1 r48 1 r49 1 r50 1 r51 0 r52 1 r53 1 r54 1 r55 1 r56 1 r57 1 r58 0 r59 1 r60 1 r61 1 r62 1 r63 1 r64 1 r65 0 r66 0 r67 1 r68 1 r69 1 r70 1 r71 1 r72 0 r73 0 r74 1 r75 1 r76 1 r77 1 r78 1 r79 0 r80 1 r81 1 r82 1 r83 1 r84 1 r85 1 r86 0 r87 0 r88 1 r89 1 r90 1 r91 1 r92 1 r93 0 r94 0 r95 1 r96 1 r97 1 r98 1 r99 0 r100 0 r101 0 r102 1 r103 1 r104 1 r105 1 r106 1 r107 0 r108 0 r109 1 r110 1 r111 1 r112 1 r113 1 r114 0 r115 0 r116 1 r117 1 r118 1 r119 1 r120 1 r121 0 r122 0 r123 1 r124 1 r125 1 r126 1 r127 1 r128 0 r129 0 r130 1 r131 1 r132 1 r133 1 r134 1 r135 0 r136 0 r137 1 r138 1 r139 1 r140 1 r141 1 r142 0 r143 0 r144 1 r145 1 r146 1 r147 1 r148 1 r149 0 r150 0 r151 1 r152 1 r153 1 r154 1 r155 1 r156 0 r157 0 r158 1 r159 1 r160 1 r161 1 r162 1 r163 0 r164 0 r165 0 r166 1 r167 1 r168 1 r169 1 r170 0 r171 0 r172 1 r173 1 r174 1 r175 1 r176 1 r177 0 r178 0 r179 1 r180 1 r181 1 r182 1 r183 1 r184 0 r185 0 r186 1 r187 1 r188 1 r189 1 r190 1 r191 0 r192 0 r193 1 r194 1 r195 1 r196 1 r197 1 r198 0 r199 0 r200 1 r201 1 r202 1 r203 0 r204 0 r205 0 r206 1 r207 1 r208 1 r209 1 r210 1 r211 0 r212 0 r213 1 r214 1 r215 1 r216 1 r217 1 r218 0 r219 0 r220 1 r221 1 r222 1 r223 1 r224 1 r225 0 r226 0 r227 1 r228 1 r229 1 r230 1 r231 1 r232 0 r233 0 r234 1 r235 1 r236 1 r237 1 r238 1 r239 0 r240 0 r241 1 r242 1 r243 1 r244 1 r245 1 r246 0 r247 0 r248 1 r249 1 r250 1 r251 1 r252 1 r253 0 r254 0 r255 1 r256 1 r257 1 r258 1 r259 1 r260 0 r261 0 r262 1 r263 1 r264 1 r265 1 r266 1 r267 1 r268 0 r269 1 r270 1 r271 1 r272 1 r273 1 r274 0 r275 0 r276 1 r277 1 r278 1 r279 1 r280 1 r281 0 r282 0 r283 1 r284 1 r285 1 r286 1 r287 1 r288 0 r289 1 r290 1 r291 1 r292 1 r293 1 r294 1 r295 0 r296 0 r297 1 r298 1 r299 1 r300 1 r301 1 r302 0 r303 1 r304 1 r305 1 r306 1 r307 1 r308 1 r309 0 r310 0 r311 1 r312 1 r313 1 r314 1 r315 1 r316 0 r317 1 r318 1 r319 1 r320 1 r321 1 r322 1 r323 0 r324 1 r325 1 r326 1 r327 1 r328 1 r329 1 r330 1 r331 1 r332 1 r333 1 r334 1 r335 1 r336 0 r337 0 r338 1 r339 1 r340 1 r341 1 r342 1 r343 0 r344 0 r345 1 r346 1 r347 1 r348 1 r349 1 r350 0 r351 1 r352 1 r353 1 r354 1 r355 1 r356 1 r357 0 r358 1 r359 1 r360 1 r361 1 r362 1 r363 1 r364 0 r365 0 r366 1 r367 1 r368 1 r369 0 r370 1 r371 0 r372 0 r373 1 r374 1 r375 1 r376 1 r377 1 r378 0 r379 1 r380 1 r381 1 r382 1 r383 1 r384 1 r385 0 r386 1 r387 1 r388 1 r389 1 r390 1 r391 1 r392 0 r393 0 r394 1 r395 1 r396 1 r397 1 r398 1 r399 0 r400 1 r401 1 r402 1 r403 1 r404 1 r405 1 r406 1 r407 1 r408 1 r409 1 r410 1 r411 1 r412 1 r413 1 r414 1 r415 0 r416 0 r417 1 r418 1 r419 1 r420 1 r421 1 r422 0 r423 0 r424 1 r425 1 r426 1 r427 1 r428 1 r429 1 r430 1 r431 1 r432 1 r433 0 r434 0 r435 1 r436 1 r437 1 r438 1 r439 1 r440 0 r441 0 r442 1 r443 1 r444 1 r445 1 r446 1 r447 0 r448 0 r449 1 r450 1 r451 1 r452 1 r453 1 r454 0 r455 0 r456 1 r457 1 r458 1 r459 1 r460 1 r461 0 r462 0 r463 1 r464 1 r465 1 r466 1 r467 1 r468 0 r469 0 r470 0 r471 1 r472 1 r473 1 r474 1 r475 0 r476 1 r477 1 r478 1 r479 1 r480 1 r481 1 r482 0 r483 0 r484 1 r485 1 r486 1 r487 1 r488 1 r489 0 r490 0 r491 1 r492 1 r493 1 r494 1 r495 1 r496 0 r497 0 r498 1 r499 1 r500 1 r501 1 r502 1 r503 0 r504 0 r505 1 r506 1 r507 1 r508 1 . use `fb', clear . * save bloombergAll, replace . forv i=1/`nf' { 2. if F[`i',1] == 1 { 3. local fa : word `i' of "`files'" 4. append using `fa' 5. * desc, short . } 6. } price was float now double change was float now double pctchg was float now double . encode firm, gen(firmnr) . egen qq = group(qd) . tsset firmnr qq panel variable: firmnr (unbalanced) time variable: qq, 1 to 376, but with gaps delta: 1 unit . save bloomberg_BBMXAll, replace file bloomberg_BBMXAll.dta saved . desc Contains data from bloomberg_BBMXAll.dta obs: 89,114 vars: 14 5 Nov 2010 03:15 size: 8,287,602 (92.1% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- qdate str10 %10s firm str18 %18s price double %9.0g change double %9.0g pctchg double %9.0g vol long %12.0g tstamp str5 %9s qd float %td qy float %9.0g qm float %9.0g qdy float %9.0g sqdate long %12.0g firmnr long %18.0g firmnr qq float %9.0g group(qd) ------------------------------------------------------------------------------- Sorted by: firmnr qq . summ Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- qdate | 0 firm | 0 price | 89114 14.62345 16.41269 .007 122.73 change | 89114 -.0175906 .7159188 -21.46 15.89 pctchg | 89114 .0320865 8.316183 -90.909 1111.111 -------------+-------------------------------------------------------- vol | 89114 885818.8 3100796 0 1.87e+08 tstamp | 0 qd | 89114 17781.7 161.7958 17515 18081 qy | 89114 2008.237 .4920245 2007 2009 qm | 89114 5.868685 3.553009 1 12 -------------+-------------------------------------------------------- qdy | 89114 15.97738 8.754594 1 31 sqdate | 89114 2.01e+07 4767.477 2.01e+07 2.01e+07 firmnr | 89114 133.7369 77.26744 1 267 qq | 89114 186.0515 108.8198 1 376 . . . . . end of do-file