Packaged datasets

Both era_py and era_pl load the same packaged data. Use load_data(name) to load a dataset and data_info(name) to inspect its documentation without loading the observations.

Dataset	Description	Rows	Columns
aaer_dates	AAER dates from SEC	3,386	4
aaer_firm_year	AAERs from Bao et al. (2020)	415	4
apple_events	Dates for Apple Events	47	3
aus_bank_funds	Australian bank fundamental data	283	7
aus_bank_rets	Australian bank stock market data	3,047	4
aus_banks	Australian banks	10	3
bloomfield_2021	Firm-years in RDD analysis of Bloomfield (2021)	1,855	2
by_tag_year	Tags on StackOverflow	40,518	4
camp_attendance	Camp attendance	1,000	2
cmsw_2018	Data for CMSW	1,133	31
comp	Data on accruals and auditor choice	16,237	14
fhk_firm_years	Firm-years for replication of Fang, Huang and Karpoff (2016)	60,272	2
fhk_pilot	Treatment indicators for SHO pilot firms	3,030	4
gvkey_ciks	GVKEY-CIK links	49,089	5
idd_dates	Dates for Inevitable Disclosure Doctrine (IDD)	24	3
iliev_2010	Data on public float	7,214	9
llz_2018	GVKEYs used in Li, Lin and Zhang (2018).	5,830	1
michels_2017	Data on firms suffering natural disasters	423	12
sho_r3000	Russell 3000 stocks at time of SEC Reg SHO sample formation	3,000	2
sho_r3000_gvkeys	Russell 3000 sample used by SEC with GVKEYs	2,951	4
sho_r3000_sample	Russell 3000 sample used by SEC	2,954	3
sho_tickers	Tickers of pilot firms for Reg SHO	986	2
state_hq	Data on firm headquarters based on SEC EDGAR filings	53,133	4
test_scores	Test scores	4,000	3
undisclosed_names	Customer names that represent non-disclosures	460	2
zhang_2007_events	Event dates from Zhang (2007)	30	3
zhang_2007_windows	Event windows from Zhang (2007)	17	3