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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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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…
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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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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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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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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…
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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…
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In this session, I introduced the CRSP Database and discussed issues related to header variables in CRSP, Compustat, and IBES and how to calculate returns using this program: acct6193_crsp_intro. I…
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