Search found 2 matches
- 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.
- 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...
