Skip to content

Files

Latest commit

andrewchbakerandrewchbaker
Update Readme
Apr 25, 2020
00fb2fc · Apr 25, 2020

History

History
18 lines (10 loc) · 844 Bytes

README.md

File metadata and controls

18 lines (10 loc) · 844 Bytes

BaGel

Codes to replicate analysis in Baker & Gelbach (2020)

  1. Download Data.py - downloads all of the data for this study from the wrds server. You need to put in your account details.

  2. Clean Data.R - is the primary data cleaning script for the crsp data

  3. Main_No_FF.R - this file runs the simulations for the codes from 2009-2019, without Fama-French/Carhart factors.

  4. Main_FF.R - this file runs the simulations for 2009-2019 with FFC factors.

  5. No_FF_FC.R - this file runs the simulations for 1999-2019 without FFC factors.

  6. FF_FC.R - this file runs the simulatiotns for 1999-2019 with FFC factors.

  7. Cross-Sectional Sims.R - This file runs the cross-sectional event study simulations.

  8. Make Figures and Tables.R - This file creates all of the figures and tables in the paper with the results of the prior code.