Search for tag: "fall2019"

ACCT 5202 Session 8 Clip, Bonds and Leases

This is a clip from session 8, fall 2019. Discussion of bonds and leases. Reviewed extra bond/lease slides, reviewed the following spreadsheets: Bonds and other applications of time value of money…

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ACCT 5202 Session 3 Clip, Extra Cash Flow Slides

Statement of Cash Flows 1) New simple accounting cycle example with new slides posted on Canvas (50 minutes) a) Completion of Accounting Cycle Problem b) Discussion of Cash Flows, life…

From  Richard Price 0 likes 80 plays 0  

ACCT 6193 11/26/2019 Python on the WRDS Server, Tutorial by Runzu Wang

Runzu Wang provided a Python tutorial demonstrating how to replicate Burgstahler and Dichev on the WRDS server. See attachments for files provided by Runzu including files for merging Compustat and…

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ACCT 6193 Sloan 1996 SAS Replication Part 1 11/1/2019

Discussion of part 1 of Sloan 1996 replication, which is the earnings regression part. Also discusses winsorizing and dealing with outliers, as well as approaches to calculating lagged values. the…

From  Richard Price 0 likes 10 plays 0  

ACCT 6193 10/25/2019 Collins and Kothari Programming Office Hours Part 2

The is the second part of the office hours discussing the replication of Collins and Kothari 1989. See the attached code, which was used in the video (note to self, it is saved in the 6193/sas…

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ACCT 6193 10/25/2019 Collins and Kothari Programming Office Hours Part 1

I recorded office hours with Hunter, Ling, and Brady discussing how to replicate Collins and Kothari 1989. We discussed several issues such as using the autoexec file, getting macros on WRDS.

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Richard Price's Personal Meeting Room ACCT 6193 10/22/2019 Calculating Earnings Announcement Returns, CRSP and Compustat Quarterly FUNDQ

This video discusses the process of merging the Compustat Quarterly database and CRSP using the mycstlink macro. Also discussed is the _trading_dates_ds.sas macro which enables better estimation of…

From  Richard Price 0 likes 34 plays 0  

Richard Price's Personal Meeting Room 6193 10/22/2019 Calculating Returns, Process of Merging Compustat and CRSP

I discuss the process of calculating return using 1) stock prices and 2) compounded monthly returns. I demonstrate the logic of the process of merging Compustat and CRSP in the flow of information…

From  Richard Price 0 likes 36 plays 0