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ASCOL: Stata module to convert frequency of stock returns or stock prices

Author

Listed:
  • Attaullah Shah

    (Institute of Management Sciences)

Programming Language

Stata

Abstract

ascol program converts daily stock returns or stock prices data to weekly, monthly, quarterly, or yearly frequencies. For stock returns, the program uses the Stata built-in collapse package while for stock prices, the program retains the last prices of the specified frequency.

Suggested Citation

  • Attaullah Shah, 2015. "ASCOL: Stata module to convert frequency of stock returns or stock prices," Statistical Software Components S458082, Boston College Department of Economics, revised 01 Jan 2018.
    • Handle: RePEc:boc:bocode:s458082
    Note: This module should be installed from within Stata by typing "ssc install ascol". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/a/ascol.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/a/ascol.sthlp
    File Function: help file
    Download Restriction: no
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