There is a temptation for accounting PhD students to invest in learning Python. However, I would recommend that accounting PhD students focus more on SAS + Stata than on Python…
Python
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[Update on 2022-01-08] I am grateful to my research assistant, Shiyu Chen, for her excellent work in this update. This website requires login now. A function was added for login…
[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…
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…
[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…
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…
[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…
[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…
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