WRDS has quietly started the transition from the old server to the new Cloud server. This move makes a lot of support documentation on the WRDS website outdated and misleading. That…
SASers often find proc expand plus transformout very useful for rolling-window (or moving-window) computation. Stataers may wonder if there is a counter party in Stata. The answer is “yes”. The command…
There are two macros on the List of WRDS Research Macros: EVTSTUDY and BETA, which may be often used. I like the first one, written by Denys Glushkov. Denys’ codes…
[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…
Page 1 of 1