At DP Financial, we can also provide data processing service, such as generating new variables, performing event studies, performing simulation analyses, etc.
Data Processing
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Case Study: generating new variables
Database Involved: provided by the client
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Software: SAS, MS Excel
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Service Provided:
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A client needed a number of variables for a study. The required variables include rolling return volatility, tenure of CEOs in the sample, industry returns based on 2-digit SIC, etc. Although the original data were provided to us in MS excel, due to the large sample size, we generated the variables in SAS to improve efficiency.
2
Case Study: event study
Database Involved: provided by the client
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Software: SAS, MS Excel
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Service Provided:
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A client needed to perform an event study. After a detailed discussion with the client, we generated the Fama-French 48 industry classification code based on the SIC code and performed the event study for the client.