Treatment indicators for SHO pilot firms

A data set containing the tickers, GVKEYs, and treatment indicator for the SHO pilot program.

Usage

from era_pl import load_data

data = load_data("fhk_pilot")

Use from era_py import load_data for a pandas dataframe.

Format

3,030 rows and 4 columns. Column types below describe the stored Parquet data; loaders also restore categories and date types using the packaged metadata.

Column	Stored type	Description
ticker	string	Ticker
gvkey	string	GVKEY (firm identifier)
permno	int32	PERMNO (CRSP security identifier)
pilot	bool	SHO pilot program treatment indicator

Source

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

Related R documentation.