Hello,

I am trying to do an event study regarding beta and check if beta changes after stock splits dates.

I am planning on checking if the beta computed within the time frame [-30, -1] is statistically different from the beta calculated within the time frame [+1, +30]. You can find my data file attached to this post [ 1mb ]. Any idea how I can check if the 'after beta' is statistically different from the 'before beta' in Stata?

Kind Regards,
Quatze