7,625
edits
Changes
Jump to navigation
Jump to search
no edit summary
}}
The [[Wrds]] project creates a database '''wrds''' populated with pulls from Wharton Research Data Services in February of 2021. The SQL load files are E:\projects\wrds.
This data is used in:
*[[CEO Compensation and Returns to Public and Private Acquisitions: Testing the Shareholder Value Hypothesis]]
==13F==
*The wrds output file is l8jsrrkykedjokdb.txt, which is 3.1Gb
*The request page is: https://wrds-web.wharton.upenn.edu/wrds//ds/tfn/types/s34type3/index.cfm
*I loaded this as table '''TR13F''', and created '''TR13FAnnual''' (and TR13FCUSIPYear) from it.
*Note: it uses 8dg CUSIPs
===TR13FCUSIPYear===
TR13FCUSIPYear contains cusip, year records of institution investor:
*iisharestot -- total shares held by all ii
*iisharestop5 -- total shares held by top 5 largest iis.
*iitop5prop
*iicount -- the number of iis
==COMPUSTAT IA Daily==
On Feb 10,2021, I pulled two COMPUSTAT Daily datasets:
'''Compustat Daily Updates - Fundamentals Quarterly''':
*45 variables for the entire available date range (1961-1 to 2021-2)
*Variable descriptions (also downloaded) are: https://wrds-web.wharton.upenn.edu/wrds/ds/compd/fundq/index.cfm?queryID=1273872
*The wrds output file is xfhc6n452oqd6n3c.txt, which is 936mb
*The request page is: https://wrds-web.wharton.upenn.edu/wrds//ds/compd/fundq/index.cfm
'''Compustat Daily Updates - Fundamentals Annual''':
*57 variables for the entire available date range (1950-1 to 2021-2)
*The wrds output file is or9rlorverv01avm.txt, which is 305mb
*The request page is: https://wrds-web.wharton.upenn.edu/wrds/ds/compd/funda/index.cfm
*Loaded to table '''COMPFA''' (571154 obs)
