Data on firms suffering natural disasters
Data on firms suffering natural disasters based on the sample in Michels (2017).
Usage
from era_pl import load_data
data = load_data("michels_2017")Use from era_py import load_data for a pandas dataframe.
Format
423 rows and 12 columns. Column types below describe the stored Parquet data; loaders also restore categories and date types using the packaged metadata.
| Column | Stored type | Description |
|---|---|---|
cusip |
string |
CUSIP supplied by Michels (2017) |
eventdate |
date32[day] |
Date of relevant natural disaster supplied by Michels (2017) |
cik |
int32 |
Matched CIK (SEC firm identifier) |
permno |
int32 |
Matched PERMNO (CRSP security identifier) |
gvkey |
string |
Matched GVKEY (Compustat firm identifier) |
date_filed |
date32[day] |
Date of next filing of type 10-Q, 10-K, 10QSB, 10-K405 after event |
form_types |
string |
List of relevant form types filed on date_filed |
next_period_end |
date32[day] |
Next fiscal period-end after event date |
next_fqtr |
int32 |
Fiscal quarter of next period-end after event date |
prev_period_end |
date32[day] |
Last fiscal period-end before event date |
prev_fqtr |
int32 |
Fiscal quarter of last period-end before event date |
recognize |
bool |
Indicator for event being recognized (next_period_end before date_filed) |
Source
https://doi.org/10.1111/1475-679X.12128