Man pages for farr
Data and Code for Financial Accounting Research
| aaer_dates | AAER dates from SEC |
| aaer_firm_year | AAERs from Bao et al. (2020) |
| apple_events | Dates for Apple Events |
| auc | Area under curve |
| aus_bank_funds | Australian bank fundamental data |
| aus_bank_rets | Australian bank stock market data |
| aus_banks | Australian banks |
| bloomfield_2021 | Firm-years in RDD analysis of Bloomfield (2021). |
| by_tag_year | Tags on StackOverflow |
| comp | Data on accruals and auditor choice |
| confusion_stats | Confusion statistics. |
| fhk_firm_years | Firm-years for replication of Fang, Huang and Karpoff (2016) |
| fhk_pilot | Treatment indicators for SHO pilot firms |
| form_deciles | Form deciles |
| get_annc_dates | Produce a table mapping announcements to trading dates |
| get_event_cum_rets | Produce a table of cumulative event returns |
| get_event_cum_rets_mth | Produce a table of cumulative event returns using monthly... |
| get_event_dates | Produce a table mapping announcements to trading dates |
| get_event_rets | Produce a table of event returns |
| get_ff_ind | Fetch Fama-French industry grouping. |
| get_got_data | Generate simulated data as described in Gow, Ormazabal and... |
| get_idd_periods | Period for Inevitable Disclosure Doctrine (IDD) |
| get_me_breakpoints | Create a table of with cut-offs for size portfolios |
| get_size_rets_monthly | Create a table of monthly returns for size portfolios |
| get_test_scores | A function returning data on test_scores. |
| get_trading_dates | Produce a table mapping dates on CRSP to "trading days" |
| idd_dates | Dates for Inevitable Disclosure Doctrine (IDD) |
| iliev_2010 | Data on public float. |
| llz_2018 | GVKEYs used in Li, Lin and Zhang (2018) |
| michels_2017 | Data on firms suffering natural disasters. |
| ndcg | Calculate metric metric: NDCG at k |
| pipe | Pipe operator |
| roc | A function returning data for a ROC plot. |
| rus | Random under-sampling function Function to create temporary... |
| rusboost | RUSBoost for two-class problems |
| sho_r3000 | Russell 3000 stocks at time of SEC Reg SHO sample formation. |
| sho_r3000_gvkeys | Russell 3000 sample used by SEC with GVKEYs |
| sho_r3000_sample | Russell 3000 sample used by SEC |
| sho_tickers | Tickers of pilot firms for Reg SHO. |
| state_hq | Data on firm headquarters based on SEC EDGAR filings. |
| test_scores | Test scores |
| truncate | Truncate a vector. |
| undisclosed_names | Customer names that represent non-disclosures. |
| winsorize | Winsorize a vector. |
| zhang_2007_events | Event dates from Zhang (2007) |
| zhang_2007_windows | Event windows from Zhang (2007) |
