aaer_dates |
AAER dates from SEC |
aaer_firm_year |
AAERs from Bao et al. (2020) |
apple_events |
Dates for Apple Events |
auc |
Area under curve |
aus_banks |
Australian banks |
aus_bank_funds |
Australian bank fundamental data |
aus_bank_rets |
Australian bank stock market data |
bloomfield_2021 |
Firm-years in RDD analysis of Bloomfield (2021) |
by_tag_year |
Tags on StackOverflow |
camp_attendance |
Camp attendance |
cmsw_2018 |
Data for CMSW |
comp |
Data on accruals and auditor choice |
confusion_stats |
Confusion statistics. |
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" |
gvkey_ciks |
GVKEY-CIK links |
idd_dates |
Dates for Inevitable Disclosure Doctrine (IDD) |
iliev_2010 |
Data on public float |
llz_2018 |
GVKEYs used in Li, Lin and Zhang (2018) |
load_parquet |
Function to load parquet file into database. |
michels_2017 |
Data on firms suffering natural disasters |
ndcg |
Calculate metric: NDCG at k |
pg_to_parquet |
Save WRDS table as parquet file. |
roc |
A function returning data for a ROC plot. |
rus |
Random under-sampling function |
rusboost |
RUSBoost for two-class problems |
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 |
system_time |
Version of 'system.time()' that works with assignment |
test_scores |
Test scores |
truncate |
Truncate a vector. |
undisclosed_names |
Customer names that represent non-disclosures. |
winsorize |
Winsorize a vector. |
zhang_2007_events |
Event dates from Zhang (2007) |
zhang_2007_windows |
Event windows from Zhang (2007) |