reg ret_excess vwmkt_excess if id==55 & t>=97 & t<=156

gen ret_excess_a=(1+ret_excess)^12-1
gen vwmkt_excess_a=(1+vwmkt_excess)^12-1

reg ret_excess vwmkt_excess if id==55 & t>=97 & t<=156
reg ret_excess_a vwmkt_excess_a if id==55 & t>=97 & t<=156

gen returns_a=(1+returns)^12-1
gen returns_a_exc=returns_a-t_bill_3_percent

gen vwret_a=(1+vwret)^12-1
gen vwret_a_exc=vwret_a-t_bill_3_percent

gen rf_monthly_log = log(1+rf_monthly)

replace y_log=log(1+returns)-rf_monthly_log
replace x_log=log(1+vwretd)-rf_monthly_log

replace x=vwretd  - rf_monthly
replace y=returns - rf_monthly

replace y_log=log(1+y)
replace x_log=log(1+x)

gen rf_monthly_b = (1+t_bill_1_percent)^(1/12)-1

replace rf_monthly = (1+t_bill_3_percent)^(1/12)-1
replace rf_monthly = t_bill_3_percent/12

replace x=vwretd  - rf_monthly
replace y=returns - rf_monthly




reg y x if permno==84129 & t>=97 & t<=156
reg y x if permno==84129 & t>=98 & t<=157

reg y_log x_log if permno==84129 & t>=97 & t<=156
reg y_log x_log if permno==84129 & t>=98 & t<=157
reg y_log x_log if permno==84129 & t>=99 & t<=158

reg y_log x_log if permno==81564 & t>=97 & t<=156
reg y_log x_log if permno==81564 & t>=98 & t<=157
reg y_log x_log if permno==81564 & t>=99 & t<=158

reg y_log x_log if permno==81564 & t>=138 & t<=197


t_bill_1_percent



