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(Code for counting number of traded days (Create 2 new columns (Assign…
Code for counting number of traded days
Create 2 new columns
Assign values in the new column of daily data
Isolate each firm
Make sure months between daily and monthly correspond
Create a two-way table
Date col. with only %m %y
Col 2 values of 100 or 0
Assign numbers of non 0 of each months to the new col of monthly data
From this point it seem efficient
Find best way to do so
Subsets for now
To improve
**
100 if vol > 0
0 if vol == 0
New column for number of traded days
Monthly data
Temporary column for value assignement
Daily data
There is possible improvement
**