These are some topics in my mind. I will write up when I have time.
- Use Python to remove boilerplate paragraph in firm-initiated press releases
- Use Python to extract certain parts of 10-K
- Calculate earnings surprises
- Chow test and Vuong test
- Access to WRDS
- Propensity score matching macros in Stata
- Clean up TRACE and FISD
- Link TRACE and FISD with Compustat and CRSP
- Stata commands for fixed effects
- Two-way clusters regression
- Frequently used Stata commands series
- How to improve efficiency
