Categories
- Data (8)
- Learning Resources (8)
- Python (8)
- SAS (13)
- Stata (22)
- Uncategorized (1)
-
Recent Posts
Recent Comments
- Dave on Calculate delta (pay-performance sensitivity), vega (risktaking incentives), and firm-specific wealth (inside equity) for executives on Execucomp
- Victor Wang on The art of regular expression
- Jason on Calculate delta (pay-performance sensitivity), vega (risktaking incentives), and firm-specific wealth (inside equity) for executives on Execucomp
- Lucy on Use Python to extract URLs to HTML-format SEC filings on EDGAR
- Victor Wang on Use Python to download TXT-format SEC filings on EDGAR (Part I)
Archives
Meta
Monthly Archives: September 2019
Clean up TRACE Enhanced dataset
WRDS provides an excellent manual (link) and SAS code (link) for cleaning up the raw TRACE Enhanced bond transaction data, primarily based on the work done by Dick‐Nielsen, Jens, How to Clean Enhanced TRACE Data (December 3, 2014). Available at … Continue reading
Posted in SAS
Leave a comment
