aaer_dates | AAER dates from SEC |
apple_events | Dates for Apple Events |
bloomfield_2021 | Firm-years in RDD analysis of Bloomfield (2021). |
by_tag_year | Tags on StackOverflow |
comp | Data on accruals and auditor choice |
fhk_firm_years | Firm-years for replication of Fang, Huang and Karpoff (2016) |
fhk_pilot | Treatment indicators for SHO pilot firms |
form_deciles | Form deciles |
get_annc_dates | Produce a table mapping announcements to trading dates |
get_event_cum_rets | Produce a table of cumulative event returns |
get_event_cum_rets_mth | Produce a table of cumulative event returns using monthly data |
get_event_dates | Produce a table mapping announcements to trading dates |
get_event_rets | Produce a table of event returns |
get_ff_ind | Fetch Fama-French industry grouping. |
get_got_data | Generate simulated data as described in Gow, Ormazabal and Taylor (2010). |
get_idd_periods | Period for Inevitable Disclosure Doctrine (IDD) |
get_me_breakpoints | Create a table of with cut-offs for size portfolios |
get_size_rets_monthly | Create a table of monthly returns for size portfolios |
get_test_scores | A function returning data on test_scores. |
get_trading_dates | Produce a table mapping dates on CRSP to "trading days" |
idd_dates | Dates for Inevitable Disclosure Doctrine (IDD) |
iliev_2010 | Data on public float. |
llz_2018 | GVKEYs used in Li, Lin and Zhang (2018) |
michels_2017 | Data on firms suffering natural disasters. |
sho_r3000 | Russell 3000 stocks at time of SEC Reg SHO sample formation. |
sho_r3000_gvkeys | Russell 3000 sample used by SEC with GVKEYs |
sho_r3000_sample | Russell 3000 sample used by SEC |
sho_tickers | Tickers of pilot firms for Reg SHO. |
state_hq | Data on firm headquarters based on SEC EDGAR filings. |
test_scores | Test scores |
truncate | Truncate a vector. |
undisclosed_names | Customer names that represent non-disclosures. |
winsorize | Winsorize a vector. |