Pipeline

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
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