Cross-Sectional Pooled Data Collected at varying time period

[Alex_UCT]

Hi,

I am conducting an honors project which tests the CAPM's beta. I need to run several multivariate regressions. I have pooled cross-sectional data collected as follows:
At any point in time, I will have the top 100 stocks (on the JSE - South Africa's stock exchange) - i.e. if say "Tiger Brands was in the top 100 for month 1 - all their variables are included, in month 2 they fall out of the top 100, all their variables are not included in my sample (Stock XYZ who replaced Tiger Brands would be included.). I have attached my data set so hopefully it will make more sense then. I only have the top 100 (each month, forward looking) because there are hectic thin trading issues on the JSE for smaller cap stocks.

In other words - at any point in time, I will have the top 100 firms variables listed in m data set. The missing variables are NOT missing values - it just means the firm was not in the top 100 at that point in time.
I use the following variables: Beta, EY, P/CF, BTM, Income Dummy, Industry Dummy and Total returns (the dependent variable).

I have read how to deal with standard pooled cross-sectional data in "EViews Gareth's list of useful threads and FAQs" - is simply (1) Clicking Reshape Current Page and then (2) Stacking all that is required?

Questions:

(1) Is simply using the stack tool good enough - will EViews assume I have an en masse amount of missing data?
(2) If it is more complex - please show me/point me in the direction of a thread which will tell me how to deal with this data?

Thank you for your time,
Alex