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by Aksel
Thu Feb 25, 2021 1:03 am
Forum: Data Manipulation
Topic: "Turn-of-the-year effect" using seasonal dummies
Replies: 2
Views: 9858

Re: "Turn-of-the-year effect" using seasonal dummies

Yes! Thank you very much. That code works perfectly.
by Aksel
Wed Feb 24, 2021 1:39 am
Forum: Data Manipulation
Topic: "Turn-of-the-year effect" using seasonal dummies
Replies: 2
Views: 9858

"Turn-of-the-year effect" using seasonal dummies

Hello, I am currently working on a study to examine seasonal effects, particularly "turn-of-the-year-effect" at stock markets. The structure of the workfile is daily irregular, so all the observations that are not trading days are excluded. What I am trying to do is to code the dummy varia...

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