CrossSection:代码与我们的论文Chen和Zimmermann（2020）一起使用，“开源横截面资产定价” （399个子文件） 
ffind.ado 85KB ZZ1_AnalystValue_AOP_PredictedFE_IntrinsicValue.do 5KB ZZ1_betaRR_betaCC_betaRC_betaCR_betaNet.do 4KB MS.do 4KB 01_DownloadData.do 4KB B_CompustatAnnual.do 4KB EquityDuration.do 3KB Coskewness.do 3KB CitationsRD.do 3KB ZZ3_DelayAcct_DelayNonAcct.do 3KB CoskewACX.do 3KB ZZ2_FailureProbability_FailureProbabilityJune.do 3KB PatentsRD.do 3KB ZZ2_PriceDelaySlope_PriceDelayRsq_PriceDelayTstat.do 3KB ZZ2_AnnouncementReturn.do 3KB retConglomerate.do 3KB ZZ1_RIO_MB_RIO_Disp_RIO_Turnover_RIO_Volatility.do 2KB ZZ1_OrgCap_OrgCapNoAdj.do 2KB ZZ1_EarningsValueRelevance_EarningsTimeliness_EarningsConservatism.do 2KB settings.do 2KB C_CompustatQuarterly.do 2KB DivOmit.do 2KB ZZ2_AccrualQuality_AccrualQualityJune.do 2KB DivYieldST.do 2KB M_IBES_Recommendations.do 2KB sinAlgo.do 2KB I_CRSPmonthly.do 2KB ZZ2_AbnormalAccruals_AbnormalAccrualsPercent.do 2KB 02_CreatePredictors.do 2KB J_CRSPdaily.do 2KB ConsRecomm.do 2KB ZZ1_Activism1_Activism2.do 2KB ZZ1_IntanBM_IntanSP_IntanCFP_IntanEP.do 2KB RDAbility.do 2KB DivSeason.do 2KB HerfBE.do 2KB PS_q.do 2KB BetaBDLeverage.do 2KB 03_CreatePlacebos.do 1KB EarnSupBig.do 1KB master.do 1KB EarningsStreak.do 1KB Cash.do 1KB sinOrig.do 1KB BrandInvest.do 1KB L_IBES_EPS_Unadj.do 1KB ZZ1_zerotrade_zerotradeAlt1_zerotradeAlt12.do 1KB ZC_GovernanceIndex.do 1KB High52.do 1KB fgr5yrLag.do 1KB PS.do 1KB NumEarnIncrease.do 1KB X_SPCreditRatings.do 1KB I2_CRSPmonthlyraw.do 1KB DivInit.do 1KB HerfAsset.do 1KB sfe.do 1KB DivYield.do 1KB BrandCapital.do 1KB ChForecastAccrual.do 1KB CBOperProfLagAT_q.do 1KB IO_ShortInterest.do 1KB Herf.do 1KB OScore.do 1KB ZZ1_grcapx_grcapx1y_grcapx3y.do 1KB OperProf.do 1KB W_BrokerDealerLeverage.do 1KB OScore_q.do 1KB OScore_q.do 1KB MomVol.do 1KB CBOperProf.do 1KB BMdec.do 1KB TotalAccruals.do 1KB ZZ1_ConsPosRet_ConsNegRet_PosNegCons.do 1KB ZZ1_OptionVolume1_OptionVolume2.do 1KB EarningsForecastDisparity.do 1KB BetaTailRisk.do 1KB SignalMasterTable.do 1KB Frontier.do 1KB ZZ2_ReturnSkewCAPM.do 1KB N_IBES_UnadjustedActuals.do 1KB ZZ2_IdioVolQF_ReturnSkewQF.do 1013B L2_IBES_EPS_Adj.do 1005B ExchSwitch.do 1000B ZZ1_FR_FRbook.do 995B ZZ2_BetaFP.do 994B OperProfLag_q.do 988B ZZ2_DownsideBeta.do 975B K_CRSPAcquisitions.do 970B ZZ1_ResidualMomentum6m_ResidualMomentum.do 960B ZZ2_IdioRisk_IdioVolCAPM.do 947B CBOperProfLagAT.do 934B ZA_IPODates.do 933B CredRatDG.do 933B WW.do 932B NetDebtPrice_q.do 928B AccrualsBM.do 915B ZZ2_IdioVol3F_ReturnSkew3F.do 900B ChNAnalyst.do 897B MomRev.do 892B共 399 条
- 1
- 2
- 3
- 4
资源评论
