Data on public float
Data on public float of listed companies from Iliev (2010).
Usage
from era_pl import load_data
data = load_data("iliev_2010")Use from era_py import load_data for a pandas dataframe.
Format
7,214 rows and 9 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 |
Compustat firm identifier (GVKEY) |
fyear |
int32 |
Fiscal year |
fdate |
date32[day] |
Date of end of fiscal year |
pfdate |
date32[day] |
Date for public float value |
pfyear |
double |
Year for public float value |
publicfloat |
double |
Public float in $ million |
mr |
bool |
Indicator for filing of a management report |
af |
bool |
Indicator for accelerator filer |
cik |
double |
SEC firm identifier (CIK) |
Details
Five public-float dates have been corrected against the companies’ Form 10-K cover pages: Spectrum Control (CIK 92769), fiscal year 2004, and Whitehall Jewellers (CIK 868984), fiscal years 2003–2006. These corrections replace four fractional values of pfyear and correct four months, with corresponding updates to pfdate. The original source CSV is preserved. The original values, corrected dates, and filing links are recorded in data-raw/iliev_2010_date_corrections.csv in the source repository; see also the investigation and filing evidence (https://github.com/iangow/farr/issues/28). Other source anomalies, including invalid dates represented by missing values, remain in the data.
Source
https://doi.org/10.1111/j.1540-6261.2010.01564.x