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/* ********************************************************************************* */ | |
/* ************** W R D S R E S E A R C H A P P L I C A T I O N S ************** */ | |
/* ********************************************************************************* */ | |
/* Summary : Construct Daniel Grinblatt Titman and Wermers(1997) Benchmarks */ | |
/* Date : January, 2011 */ | |
/* Author : Rabih Moussawi and Gjergji Cici */ | |
/* Variables : - BEGDATE: Sample Start Date */ | |
/* - ENDDATE: Sample End Date */ | |
/* ********************************************************************************* */ | |
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/* ********************************************************************************* */ | |
/* ************** W R D S R E S E A R C H A P P L I C A T I O N S ************** */ | |
/* ********************************************************************************* */ | |
/* Summary: Calculate various proxies for divergence of investors' opinion */ | |
/* - unexplained volume */ | |
/* - stock return volatility */ | |
/* - bid ask spread */ | |
/* - analyst forecast dispersion */ | |
/* Date: May 2010 */ | |
/* Author: Denys Glushkov, WRDS */ |
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/* ********************************************************************************* */ | |
/* ************** W R D S R E S E A R C H A P P L I C A T I O N S ************** */ | |
/* ********************************************************************************* */ | |
/* Summary : Calculate Institutional Ownership, Concentration, and Breadth Ratios */ | |
/* Date : May 18, 2009 */ | |
/* Author : Luis Palacios, Rabih Moussawi, and Denys Glushkov */ | |
/* Variables : - INPUT : Thomson-Reuters 13F Data (TR-13F) S34TYPE3 Holdings data */ | |
/* S34TYPE1 data for FDATE and RDATE variables */ | |
/* - OUTPUT: IO_TimeSeries dataset with IO variables for common stocks */ | |
/* ********************************************************************************* */ |
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/***************************************** | |
Author unknown - that is a pity because this macro is the best since sliced bread! | |
Trim or winsorize macro | |
* byvar = none for no byvar; | |
* type = delete/winsor (delete will trim, winsor will winsorize; | |
*dsetin = dataset to winsorize/trim; | |
*dsetout = dataset to output with winsorized/trimmed values; | |
*byvar = subsetting variables to winsorize/trim on; |
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/* ********************************************************************************* */ | |
/* ************** W R D S R E S E A R C H A P P L I C A T I O N S ************** */ | |
/* ********************************************************************************* */ | |
/* Summary : Tobin's Q and Altman Z Score for Compustat Companies */ | |
/* Date : August 24, 2011 */ | |
/* Author : Rabih Moussawi */ | |
/* Variables : - Computes proxies for Tobin's Q and Altman Z using Financial Ratios */ | |
/* - Proxy for Age of company using number of years with available data */ | |
/* - Adds delisting reason and delisting date information */ | |
/* ********************************************************************************* */ |
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python -m virtualenv --python=`which python2` env && | |
source env/bin/activate && | |
python -m pip install -U pip virtualenv && | |
python -m pip install -r requirements.txt |
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sudo apt-get update && sudo apt-get install \ | |
git \ | |
build-essential \ | |
libssl-dev \ | |
libffi-dev \ | |
python-dev \ | |
python-pip \ | |
python-setuptools \ | |
python-virtualenv -y | |
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<VirtualHost *:80> | |
ServerName alice.com | |
DocumentRoot "/opt/bitnami/apache2/htdocs" | |
<Directory "/opt/bitnami/apache2/htdocs"> | |
Options Indexes FollowSymLinks | |
AllowOverride All | |
<IfVersion < 2.3 > | |
Order allow,deny | |
Allow from all | |
</IfVersion> |
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<?php | |
/* To resolve the login loop issue */ | |
define('ADMIN_COOKIE_PATH', '/'); | |
define('COOKIE_DOMAIN', ''); | |
define('COOKIEPATH', ''); | |
define('SITECOOKIEPATH', ''); | |
/* end */ | |
/* That's all, stop editing! Happy blogging. */ |
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/**************************************** | |
* ffind.ado | |
* Creates variable containing Fama-French | |
* industry classification. | |
* | |
* Author: Judson Caskey, UCLA | |
* December 9, 2007 | |
* | |
* Revised by Malcolm Wardlaw, Uiversity of Texas at Dallas (November 1, 2011) | |
****************************************/ |