Data and Code for Financial Accounting Research

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Documentation for package ‘farr’ version 0.2.27

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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aaer_dates	AAER dates from SEC
apple_events	Dates for Apple Events
bloomfield_2021	Firm-years in RDD analysis of Bloomfield (2021).
by_tag_year	Tags on StackOverflow
comp	Data on accruals and auditor choice
fhk_firm_years	Firm-years for replication of Fang, Huang and Karpoff (2016)
fhk_pilot	Treatment indicators for SHO pilot firms
form_deciles	Form deciles
get_annc_dates	Produce a table mapping announcements to trading dates
get_event_cum_rets	Produce a table of cumulative event returns
get_event_cum_rets_mth	Produce a table of cumulative event returns using monthly data
get_event_dates	Produce a table mapping announcements to trading dates
get_event_rets	Produce a table of event returns
get_ff_ind	Fetch Fama-French industry grouping.
get_got_data	Generate simulated data as described in Gow, Ormazabal and Taylor (2010).
get_idd_periods	Period for Inevitable Disclosure Doctrine (IDD)
get_me_breakpoints	Create a table of with cut-offs for size portfolios
get_size_rets_monthly	Create a table of monthly returns for size portfolios
get_test_scores	A function returning data on test_scores.
get_trading_dates	Produce a table mapping dates on CRSP to "trading days"
idd_dates	Dates for Inevitable Disclosure Doctrine (IDD)
iliev_2010	Data on public float.
llz_2018	GVKEYs used in Li, Lin and Zhang (2018)
michels_2017	Data on firms suffering natural disasters.
sho_r3000	Russell 3000 stocks at time of SEC Reg SHO sample formation.
sho_r3000_gvkeys	Russell 3000 sample used by SEC with GVKEYs
sho_r3000_sample	Russell 3000 sample used by SEC
sho_tickers	Tickers of pilot firms for Reg SHO.
state_hq	Data on firm headquarters based on SEC EDGAR filings.
test_scores	Test scores
truncate	Truncate a vector.
undisclosed_names	Customer names that represent non-disclosures.
winsorize	Winsorize a vector.