1 Basic Rules when Using SAS
1.1 Build Our Own Research Database
1.2 Importing and Exporting Data
1.3 Managing Libraries and Data Sets
1.4 Enhancing SAS Efficiency
1.5 Best Practice to Make Our Codes and Data More Robust
2 Advanced Usage of SAS
2.1 Loops and Arrays
2.2 BY statement
2.3 Lag and Dif
2.4 Date and Times Formats and Informats
2.5 PROC MEANS
3 Manipulating Tables
3.1 Concatenating Tables
3.2 Merging Tables in SQL procedure
3.3 Merging Tables in DATA Step Using MERGE Statement
3.4 Modifying Tables
3.5 Transposing Tables
3.6 Subsetting Tables
4 SAS Macros
4.1 Understanding the Basics of SAS Macros
4.2 How SAS Executes a Macro
4.3 The Coding Rules in Macros That are Different From Other SAS Codes
4.4 Return The Total Number of Observations
4.5 Existence of A Macro Variable and The Zero Observation of A Dataset
5 Using SAS to Execute Financial Research Methodologies
5.1 Storing Results Generate by SAS Procedures
5.2 Summarizing Data and Statistical Tests
5.3 Regressions
5.4 Simulation Methods
5.5 Event Studies
6 Research on Mutual Funds
6.1 The Major Research Questions in Mutual Fund Studies
6.2 Calculating Fund Returns
6.3 Calculating Fund Alpha’s Using a Macro
6.4 Calculating Fund Flows
7 Market Microstructure Research
7.1 Research on Decomposing Bid-ask Spread and Estimating PIN
7.2 Estimating the Microstructure Measures
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