sfgreen
sfgreen
/ hayn_0_construct_sample.sas
Created
October 5, 2017 18:19
— forked from JoostImpink/hayn_0_construct_sample.sas
Hayn 1995 replica, code to construct sample
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| /* We need to make a sample for US listed firms with fiscal years 1962-1990 | |
| From Compustat Funda we need: | |
| - gvkey Firm identifier | |
| - datadate End of fiscal year | |
| - fyear Fiscal year | |
| - epspx EPS before extraordinary items | |
| - prcc_f Price at fiscal year end | |
| - csho Common shares outstanding end of year (to compute market cap) |
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| library(ggplot2) | |
| library(scales) | |
| # load data: | |
| log <- data.frame(Date = c("2013/05/25","2013/05/28","2013/05/31","2013/06/01","2013/06/02","2013/06/05","2013/06/07"), | |
| Quantity = c(9,1,15,4,5,17,18)) | |
| log | |
| str(log) | |
| # convert date variable from factor to date format: |