use "C:\Users\nsarin\Dropbox\Z__Natamir\Natasha_Research\Banks\Data September 2016\merge_lt_v2.dta", clear 

*** beta
*** vol 
*** sps_index_vol 

gen crisis = . 
replace crisis = 0 if (year<=2005 & year >=1995)
replace crisis = 1 if (year >= 2010 & year < 2016)

by crisis name, sort: gen output_indicator = _n 
br if output_indicator == 1 

by crisis name, sort: egen mean_beta = mean(beta)
by crisis name, sort: egen mean_vol = mean(vol)
by crisis name, sort: egen mean_vol_div_mkt = mean(vol_div_market)

br crisis name mean_beta mean_vol mean_vol_div_mkt if (output_indicator == 1 & crisis != .) 
drop output_indicator 

*** we also need the old numbers
gen crisis_original = . 
replace crisis_original = 0 if (year >= 2002 & year <= 2007) 
replace crisis_original = 1 if (year >= 2010 & year < 2016)

by crisis_original name, sort: egen mean_beta_original = mean(beta)
by crisis_original name, sort: egen mean_vol_original = mean(vol)
by crisis_original name, sort: egen mean_vol_div_mkt_original = mean(vol_div_market)

by crisis_original name, sort: gen output_indicator = _n 
br crisis_original name mean_beta_original mean_vol_original mean_vol_div_mkt_original if (output_indicator == 1 & crisis_original != .) 
drop output_indicator 


*** we also need a 2015 number 
by year name, sort: egen mean_beta_ann = mean(beta)
by year name, sort: egen mean_vol_ann = mean(vol)
by year name, sort: egen mean_vol_div_mkt_ann = mean(vol_div_market)

by year name, sort: gen output_indicator = _n 
br year name mean_beta_ann mean_vol_ann mean_vol_div_mkt_ann if (output_indicator == 1 & year == 2015) 

*** note that our vol numbers are slightly off, not sure why but we can figure out 
