use "/Users/natashasarin/Dropbox/Z__Natamir/Natasha_Research/Banks/Control Banks/Control_Data/Stack/fullvars_stack.dta", clear

gen permno = . 
replace permno = 14558 if name == "ally"
replace permno = 59176 if name == "am"
replace permno = 15318 if name == "abb" 
replace permno = 71563 if name == "bbnt" 
replace permno = 76892 if name == "bok"
replace permno = 49656 if name == "bnyc" 
replace permno = 59408 if name == "baml"
replace permno = 84003 if name == "bank"
replace permno = 89463 if name == "cit" & year < 2010 
replace permno = 93150 if name == "cit" & year >= 2010 
replace permno = 81055 if name == "cap"
replace permno = 47896 if name == "jpm"
replace permno  = 70519 if name == "citi"
replace permno = 14889 if name == "citizens"
replace permno = 25081 if name == "comerica"
replace permno = 27888 if name == "cullen"
replace permno = 25129 if name == "bancshares"
replace permno = 92121 if name == "discover"
replace permno = 83862 if name == "e"
replace permno = 86719 if name == "eastwest"
replace permno =13384 if name == "everbank"
replace permno = 34746 if name == "fifththird"
replace permno = 10777 if name == "firstcitizen"
replace permno = 36397 if name == "firsthorizon"
replace permno = 35167 if name == "firstmerit"
replace permno = 85994 if name == "firstniagra"
replace permno = 88343 if name == "pacwest"
replace permno = 35554 if name == "m"
replace permno = 86868 if name == "gs"
replace permno = 76684 if name == "hancock"
replace permno = 42906 if name == "huntington"
replace permno = 81564 if name == "iberia"
replace permno = 90952 if name == "investors"
replace permno = 47896 if name == "jpm"
replace permno = 64995 if name == "keycorp"
replace permno = 69032 if name == "ms"
replace permno = 79859 if name == "newyork"
replace permno = 58246 if name == "northern"
replace permno = 60442 if name == "pnc"
replace permno = 38703 if name == "wf"
replace permno = 12073 if name == "peoples"
replace permno = 86432 if name == "prosperity"
replace permno = 69649 if name == "raymond"
replace permno = 35044 if name == "regions"
replace permno = 11786 if name == "svb"
replace permno = 75186 if name == "schwab"
replace permno = 86004 if name == "umpqua"
replace permno = 72726 if name == "statestreet"
replace permno = 68144 if name == "suntrust"
replace permno = 14776 if name == "synchrony"
replace permno = 20053 if name == "synovus"
replace permno = 10375 if name == "tcf"
replace permno = 66157 if name == "banccorp"
replace permno = 84129 if name == "zions"
replace permno = 84636 if name == "wintrust"
replace permno = 10932 if name == "webster"
replace permno = 80072 if name == "valley"

gen big6 = 0 
replace big6 = 1 if name == "baml" | name == "ms" | name == "jpm" | name == "gs" | name == "wf" | name == "citi"

rename name short_name 

drop if permno == . 

drop if date == . 

rename beta beta_bloomberg 

save "/Users/natashasarin/Dropbox/Z__Natamir/Natasha_Research/Banks/Bailout_2016/data_20160808.dta", replace 

gen month = month(date)
gen day = day(date)

by short_name date, sort: gen test = . 

keep short_name permno date month day year cds vol vol_thirty impvol beta_bloomberg 

save "/Users/natashasarin/Dropbox/Z__Natamir/Natasha_Research/Banks/Bailout_2016/data_20160808.dta", replace 

by permno month, sort: egen cds_m = mean(cds)
by permno month, sort: egen vol_m = mean(vol)
by permno month, sort: egen vol_thirty_m = mean(vol_thirty)
by permno month, sort: egen impvol_m = mean(impvol)
by permno month, sort: egen beta_bloomberg_m = mean(beta_bloomberg)

drop _merge

merge 1:1 date permno using "/Users/natashasarin/Dropbox/Z__Natamir/Natasha_Research/Banks/Bailout_2016/data_20160627_v2.dta"

drop if _merge != 3
drop cds
drop vol
drop vol_thirty
save "/Users/natashasarin/Dropbox/Z__Natamir/Natasha_Research/Banks/Bailout_2016/data_20160808.dta", replace 



