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The Stata Journal
Volume 24 Number 2: pp. 362-368



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Stata tip 155: How to perform high-frequency event studies

Mijat Kustudic
School of Media and Communication
Shenzhen University
Shenzhen, China
and
School of Computing
Union University
Belgrade, Serbia
[email protected]
Ben Niu
College of Management
Shenzhen University
Shenzhen, China
[email protected]
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