Category Archives: Python

My thoughts on Python for accounting research

Posted on January 7, 2022 by Kai Chen

There is a temptation for accounting PhD students to invest in learning Python. However, I would recommend accounting PhD students focus more on SAS + Stata than on Python in their first year for a few practical and technical reasons: … Continue reading →

Posted in Learning Resources, Python | 1 Comment

The art of regular expression

Posted on July 9, 2019 by Kai Chen

Regular expression is a powerful tool to do text search. It is the foundation of a lot of textual analysis research, though today’s textual analysis in computer science has gone far beyond text search. Regular expression operations are programming language … Continue reading →

Posted in Python | 1 Comment

Use Python to download lawsuit data from Stanford Law School’s Securities Class Action Clearinghouse

Posted on July 15, 2018 by Kai Chen

[Update on 2022-01-08] This website requires login now. I add a function to login and retrieve the protected content. The code may terminate (e.g., every 80 pages) due to timeout or connection error, and thus you may need to run it … Continue reading →

Posted in Python | 14 Comments

Use Python to extract URLs to HTML-format SEC filings on EDGAR

Posted on October 25, 2017 by Kai Chen

[Update on 2020-06-26] Eduardo has made a significant improvement to the code. Now you can specify a starting date and download the index file during the period from that starting date to the most recent date. I expect it to … Continue reading →

Posted in Python | 47 Comments

Use Python to download data from the DTCC’s Swap Data Repository

Posted on April 23, 2017 by Kai Chen

I helped my friend to download data from the DTCC’s Swap Data Repository. I am not familiar with the data and just use this as a programming practice. This article gives an introduction to the origin of the data: http://www.dtcc.com/news/2013/january/03/swap-data-repository-real-time The … Continue reading →

Posted in Data, Python | Leave a comment

Use Python to download TXT-format SEC filings on EDGAR (Part II)

Posted on April 9, 2016 by Kai Chen

[Update on 2019-07-31] This post, together with its sibling post “Part I“, has been my most-viewed post since I created this website. However, the landscape of 10-K/Q filings has changed dramatically over the past decade, and the text-format filings are … Continue reading →

Posted in Data, Python | 59 Comments

Use Python to extract Intelligence Indexing fields in Factiva articles

Posted on December 20, 2015 by Kai Chen

First of all, I acknowledge that I benefit a lot from Neal Caren’s blog post Cleaning up LexisNexis Files. Thanks Neal. Factiva (as well as LexisNexis Academic) is a comprehensive repository of newspapers, magazines, and other news articles. I first … Continue reading →

Posted in Python | 15 Comments

Use Python to calculate the tone of financial articles

Posted on September 7, 2015 by Kai Chen

[Update on 2019-03-01] I completely rewrite the Python program. The updates include: I include two domain-specific dictionaries: Loughran and McDonald’s and Henry’s dictionaries, and you can choose which dictionary to use. I add negation check as suggested by Loughran and … Continue reading →

Posted in Python | 14 Comments

Use Python to download TXT-format SEC filings on EDGAR (Part I)

Posted on February 28, 2015 by Kai Chen

[Update on 2019-07-31] This post, together with its sibling post “Part II“, has been my most-viewed post since I created this website. However, the landscape of 10-K/Q filings has changed dramatically over the past decade, and the text-format filings are extremely … Continue reading →

Posted in Data, Python | 67 Comments