Kai Wu
  • Home
  • Research
  • Teaching
  • Data/Code
  • CV
  • Contact

Code

    SAS  
  • Name standardization (last update: Aug 2016) [Download]
​         -Standardize company names to faciliate matching across financial databases.
  • Merge N-SAR with CRSP Mutual Fund Database (Last Update: Sep 2018) [Download]
     -Match N-SAR fund name with CRSP fund identifier (crsp_fundno)
    PYTHON
  • Extracting information from N-SAR fillings (Last Update: Dec 2016) [Download]
        -Extend the original code developed by Robert Parham to cover more items in N-SAR
 
    STATA
  • Cleaning N-SAR data extracted from EDGAR (Last Update: Mar 2018) [Download]  
     -Regular data cleaning procedure after extracting information from N-SAR fillings
    ​
Powered by Create your own unique website with customizable templates.