Use Python to extract URLs to HTML-format SEC filings on EDGAR

Posted on October 25, 2017 by Kai Chen

I wrote two posts to describe how to download TXT-format SEC filings on EDGAR: Use Python to download TXT-format SEC filings on EDGAR (Part I) Use Python to download TXT-format SEC filings on EDGAR (Part II) Although TXT-format files have … Continue reading →

Posted in Python | 19 Comments

Sample code for “outreg” command in Stata

Posted on September 18, 2017 by Kai Chen

outreg is very powerful and time-saving command in Stata. The following code generates a ready-for-use results table:

Please change x1, x2, x3 and x4 to variables that you want to report.

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Use Python to download data from the DTCC’s Swap Data Repository

Posted on April 23, 2017 by Kai Chen

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 an introduction to the origin of the data: http://www.dtcc.com/news/2013/january/03/swap-data-repository-real-time The … Continue reading →

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Download FR Y-9C data from WRDS

Posted on April 23, 2017 by Kai Chen

WRDS currently populates FR Y-9C data quarter by quarter in individual datasets, like BHCF200803, BHCF200806, BHCF200809 and so on. WRDS has not stacked those individual datasets to formulate a single time-series dataset like COMPUSTAT. There are two ways to overcome … Continue reading →

Posted in Data, SAS | 2 Comments

TAR-Style Word Template

Posted on September 12, 2016 by Kai Chen

I create a Word template that complies with The Accounting Review editorial style. My design philosophy is “simple but sufficient”. I do not like those templates that are heavy and fancy (e.g., macros everywhere). This is just version 1. It … Continue reading →

Posted in Uncategorized | 1 Comment

Use Python to download TXT-format SEC filings on EDGAR (Part II)

Posted on April 9, 2016 by Kai Chen

As I said in the post entitled “Part I“, we have to do two steps in order to download SEC filings on EDGAR: Find paths to raw text filings; Select what we want and bulk download from the EDGAR FTP server using … Continue reading →

Posted in Data, Python | 52 Comments

Use Python to extract Intelligence Indexing fields in Factiva articles

Posted on December 20, 2015 by Kai Chen

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 repository of newspapers, magazines, and other news articles. I first … Continue reading →

Posted in Python | 11 Comments

A loop of cross-sectional regressions for calculating abnormal accruals in Stata

Posted on November 7, 2015 by Kai Chen

I write a loop of cross-sectional regressions for calculating abnormal accruals. This program can be easily modified and replaced with Jones, modified Jones, or Dechow and Dichev model. I add detailed comments in the program to help you prepare the input … Continue reading →

Posted in Stata | 7 Comments

The impact of WRDS transition to the new WRDS Cloud server

Posted on September 20, 2015 by Kai Chen

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 is why I think WRDS should direct its resources on continuously … Continue reading →

Posted in Learning Resources, SAS | 1 Comment

Rolling-window computation in SAS and Stata

Posted on September 17, 2015 by Kai Chen

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 in Stata is rolling. See the manual below: http://www.stata.com/manuals13/tsrolling.pdf The … Continue reading →

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