Author Archives: Kai Chen

EDGAR index files in Stata dataset (from 1993 Q1 to March 2, 2017)

Posted on March 2, 2015 by Kai Chen

SEC makes all EDGAR filings publicly available. We can download all 10-Ks, 10-Qs, 8-Ks filed since 1993. However, SEC makes this far away from just a few mouse clicks (in order to reduce the server load and avoid the possible abuse … Continue reading →

Posted in Data | 16 Comments

Link RSSD with PERMCO

Posted on March 2, 2015 by Kai Chen

If you are working on bank holding company data, such as FR-Y9C, you may need to link the unique identifier (RSSD) in the data to the unique identifier (PERMCO) in CRSP. Federal Reserve Bank of New York provides such a … Continue reading →

Posted in Data | 7 Comments

My favorite econometrics textbook

Posted on March 2, 2015 by Kai Chen

The website http://www.econometricsbooks.com discusses popular econometrics textbooks. I find the information very useful. My favorite textbook is Introductory Econometrics: A Modern Approach. I would call it an intermediate level textbook. It discusses almost every topic that we will use in accounting research. I … Continue reading →

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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

Which is better for archival accounting research, SAS or Stata?

Posted on February 26, 2015 by Kai Chen

The short answer is: we need both. When we do archival accounting research, we often need to merge data across various databases, such as COMPUSTAT, CRSP, and EXECUCOMP. Stata can by no means beat SAS in this regard. SAS supports … Continue reading →

Posted in Learning Resources, SAS, Stata | 2 Comments