Help using Base SAS procedures

How to center returns around a specific date?

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How to center returns around a specific date?

Suppose I have a large sample data, that has two different date values for each firm. An announcement date and a trading date. I need to write a code that only extracts 12 days prior and 12 days after the announcement date - for each individual cusip and announcement dates. Moreover, some cusips (firms) have several announcement dates, which complicates the problem. Any help or suggestions would be greatly appreciated.

Josh Message was edited by: JP%5
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Re: How to center returns around a specific date?

Posted in reply to deleted_user
Nevermind, I have figured it out.
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