Dealing with missing stock price data

Dear All,

I have a dataset containing stock prices for many companies during 10 years. I will conduct an event study on my dataset. However I have missing stock prices for a number of trading days. The missing observations are mostly randomly distributed across the companies and across time. I am wondering how to deal with this problem in stata and what method to use. Should I for example carry forward the previous price or should I use some kind of multible imputation?

Regards
Anders