OpenSourceAP/CrossSection

Issues

• Improve data documentation regarding timing

  #159 opened 2 months ago by chenandrewy
  0

• Lookahead bias in `AnnouncementReturn`

  #158 opened 2 months ago by chenandrewy
  3

• OptionMetrics has major data revisions 2024 08 relative to 2023 08

  #156 opened 4 months ago by chenandrewy
  4

• Oscore.csv data error

  #157 opened 4 months ago by dcgemp
  0

• signaldoc.csv DivYieldST sweight is NA

  #134 opened 4 months ago by chenandrewy
  2

• mom6mjunk data ends in 2017

  #135 opened 4 months ago by chenandrewy
  7

• Look ahead bias and proper usage of cfacshr

  #152 opened 4 months ago by chenandrewy
  5

• Look-ahead bias in cfacpr

  #95 opened 4 months ago by chenandrewy
  6

• Check cfacshr and cfacpr in 13F predictors (DelBreadth, IO_ShortInterest, Activism1, Activism2)

  #155 opened 4 months ago by chenandrewy
  0

• Relocating shrcd and exchcd filters from SignalMasterTable.do to SignalDoc.csv

  #133 opened a year ago by chenandrewy
  2

• Cannot verify t-stat and original table in DivYieldST

  #146 opened 4 months ago by tomz23
  3

• 2024 Update DataDownload Errors

  #151 opened 4 months ago by chenandrewy
  3

• Low coverage ForecastDispersion in January/December

  #145 opened 5 months ago by assetpricer
  4

• Use CRSP-IBES linkfile directly

  #150 opened 5 months ago by tomz23
  0

• Adjustment of Book Value of Equity when we make FailureProbability

  #141 opened 5 months ago by SeongDeokKo
  2

• Improved economic categories for predictors

  #140 opened a year ago by chenandrewy
  0

• Required Stata packages in settings.do

  #148 opened 5 months ago by tomz23
  0

• Create R / Python packages for auto-downloading

  #144 opened 5 months ago by chenandrewy
  0

• FirmAgeMom missing values and weird code

  #136 opened 5 months ago by chenandrewy
  2

• zerotrade

  #132 opened 5 months ago by mk0417
  1

• betaVIX data ends in 2021

  #137 opened 5 months ago by mk0417
  3

• dCPVolSpread has the wrong sign in SignalDoc.csv

  #139 opened 5 months ago by chenandrewy
  1

• Typo for AgeIPO in SignalDoc

  #142 opened 5 months ago by chenandrewy
  1

• Incorrectly fill NA ret with 0

  #143 opened 7 months ago by yandi-zhu
  0

• Clearly define data categories and patch miscategorizations

  #98 opened a year ago by chenandrewy
  5

• Suggestion to substitute Hvidkjaer data for Duarte et al data in ZB_PIN.do

  #115 opened a year ago by AlecErb
  1

• Sin stocks

  #100 opened a year ago by tomz23
  1

• ffind.ado auto download

  #105 opened a year ago by AlecErb
  4

• some more typos in KZ.do and KZ_q.do

  #92 opened a year ago by ju-kit
  3

• Recognizing Dennis Stattman (1980) for B/M

  #126 opened a year ago by chenandrewy
  10

• ZI_PatentCitations.do RC 601

  #122 opened a year ago by AlecErb
  1

• Adding 3 predictors from An, Ang, Bali, Cakici 2014

  #125 opened a year ago by chenandrewy
  1

• Reorg OptionMetricsProcessing.R around datasets

  #123 opened a year ago by chenandrewy
  1

• MRreversal.do and Mom18m13m.do

  #120 opened a year ago by mk0417
  3

• iomom_supp has gaps

  #118 opened a year ago by chenandrewy
  3

• SignalDoc improvement

  #112 opened a year ago by mk0417
  3

• ChNAnalyst has gaps

  #117 opened a year ago by chenandrewy
  1

• DivYieldST has gaps

  #119 opened a year ago by chenandrewy
  1

• CoskewACX has some gaps

  #91 opened a year ago by aneuhierl
  4

• illiquidity construction

  #111 opened a year ago by mk0417
  2

• Rev6 has very few observations

  #94 opened a year ago by chenandrewy
  2

• Earlier paper for SmileSlope (Yan 2011)

  #102 opened a year ago by chenandrewy
  1

• IdioRisk / IdioVolCAPM / IdioVol3F confusion and bugs

  #110 opened a year ago by chenandrewy
  2

• lots of zeros in herf pre 1951

  #107 opened a year ago by chenandrewy
  1

• Momentum sample start date

  #101 opened a year ago by chenandrewy
  1

• typo in doc for EarningsSurprise

  #93 opened 2 years ago by chenandrewy
  0

• update ZJR_InputOutputMomentum.R filenames

  #99 opened 2 years ago by chenandrewy
  1

• readme git setup link broken

  #97 opened 2 years ago by chenandrewy
  1

• typo in doc for BetaTailRisk

  #96 opened 2 years ago by mk0417
  1

• IBES-related missing values in 2022 revision?

  #90 opened 3 years ago by chenandrewy
  2