Code to calculate how weekday affects stock price ?
Posted: Sun Mar 22, 2015 11:36 pm
Dear Sir/Madam,
I come from Vietnam. Iam researching about how weekday affects stock price. I did it for only one serie (code VNI). Now I want expand it to all stock code (near 600 stocks). How can I do that ?
Thanks & Regards,
I come from Vietnam. Iam researching about how weekday affects stock price. I did it for only one serie (code VNI). Now I want expand it to all stock code (near 600 stocks). How can I do that ?
Thanks & Regards,
Code: Select all
'create one serie equals percent of VNI
genr pc_vni=d(vni)/vni(-1)
'create one vector to store results
vector(5) weekdays
'calculate return in weekdays
for !i=2 to 6
smpl if weekday=!i
weekdays(!i-1)=@mean(pc_vni)
next
delete pc_vni
smpl @all