Abstract
From experience in research, teaching, and support to research community, I realize there may be a knowledge gap in between financial economic theories and their empirical implementations, resulting inefficient research designs and less reproducible outputs especially among the researchers in their early career. This slide deck is created to partially fill this gap in a practical way. Through four empirical case studies, essential knowledge of major financial databases, CRSP, Compustat, I/B/E/S, and Refinitive Ownership is introduced with a concise SAS execution of widely used applications, Fama and French Factors, Event Studies, Post-earning Announcement Drift and DGTW adjusted returns. Various data details, obscures, and errors documented in literature are also discussed within a context of design and implementation of real research applications.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
