Thanks for the suggestion. But the only function manual seems not that helpful.
As the data not balanced, with 2700 firms, I have to consider the same day on the last calender year is holiday or not, and SAS functions only calculate the balanced days between two dates (say, number of week days between two days), but there are public holidays or local holidays involved. On those days, stock market is not traded.
Therefore I can define the day "today" ie. my event date, and if the last calendar date does exist, then I can define or extract as well. But I dont know how to extract if the last calendar date does not exist, but use next available date instead. (See my first post).
Thanks
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