sho_r3000_gvkeys: Russell 3000 sample used by SEC with GVKEYs

sho_r3000_gvkeysR Documentation

Russell 3000 sample used by SEC with GVKEYs

Description

A data set containing the tickers, PERMNOs, GVKEYs, and treatment assignments for Russell 3000 sample used by SEC.

Usage

sho_r3000_gvkeys

Format

A tibble with 2,951 rows × 3 variables.

ticker

Ticker

permno

PERMNO (CRSP security identifier)

gvkey

GVKEY (Compustat firm identifier)

pilot

Indicator for stock being part of Reg SHO pilot program

Source

https://iangow.github.io/far_book/natural-revisited.html#the-sho-pilot-sample


iangow/farr documentation built on Feb. 13, 2025, 2:53 p.m.