Firm-years for replication of Fang, Huang and Karpoff (2016)

A data set containing the GVKEYs and datadates for firm-years used in Fang, Huang and Karpoff (2016).

Usage

from era_pl import load_data

data = load_data("fhk_firm_years")

Use from era_py import load_data for a pandas dataframe.

Format

60,272 rows and 2 columns. Column types below describe the stored Parquet data; loaders also restore categories and date types using the packaged metadata.

Column	Stored type	Description
gvkey	string	GVKEY (firm identifier)
datadate	date32[day]	Fiscal year-end

Source

https://doi.org/10.1111/jofi.12369

Related R documentation.