程序18.2: 计算同步性
1) use
E:\trade_2007\trade_2007, clear
2) drop
stknme v25 PC PS PN tsh PE Boustsh Aoustsh tmkcap Bmkcap
Amkcap TVrate Avgpric Chgeper prcchge DNvaltrd DNshrtrd PrevClo
3) gen trddt =
date(Trddt, 'ymd')
4) drop
Trddt
5) format trddt
%dCY_N_D
6) sort
trddt
7) merge trddt
using e:\trade_2007\index\sha
8) drop _m
9) gen dow =
dow(trddt)
10) gen year = year(trddt)