Package: farr 1.0.9000

farr: Data and Code for Empirical Research in Accounting

Handy functions and data to support the course book 'Empirical Research in Accounting: Tools and Methods' (1st ed.). Chapman and Hall/CRC. <doi:10.1201/9781003456230> and <https://iangow.github.io/far_book/>.

Authors:Ian Gow [aut, cre]

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farr.pdf |farr.html✨
farr/json (API)
NEWS

# Install 'farr' in R:

install.packages('farr', repos = c('https://iangow.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/iangow/farr/issues

Datasets:

aaer_dates - AAER dates from SEC
aaer_firm_year - AAERs from Bao et al.
apple_events - Dates for Apple Events
aus_bank_funds - Australian bank fundamental data
aus_bank_rets - Australian bank stock market data
aus_banks - Australian banks
bloomfield_2021 - Firm-years in RDD analysis of Bloomfield
by_tag_year - Tags on StackOverflow
camp_attendance - Camp attendance
cmsw_2018 - Data for CMSW
comp - Data on accruals and auditor choice
fhk_firm_years - Firm-years for replication of Fang, Huang and Karpoff
fhk_pilot - Treatment indicators for SHO pilot firms
gvkey_ciks - GVKEY-CIK links
idd_dates - Dates for Inevitable Disclosure Doctrine
iliev_2010 - Data on public float
llz_2018 - GVKEYs used in Li, Lin and Zhang (2018).
michels_2017 - Data on firms suffering natural disasters
sho_r3000 - Russell 3000 stocks at time of SEC Reg SHO sample formation
sho_r3000_gvkeys - Russell 3000 sample used by SEC with GVKEYs
sho_r3000_sample - Russell 3000 sample used by SEC
sho_tickers - Tickers of pilot firms for Reg SHO
state_hq - Data on firm headquarters based on SEC EDGAR filings
test_scores - Test scores
undisclosed_names - Customer names that represent non-disclosures
zhang_2007_events - Event dates from Zhang
zhang_2007_windows - Event windows from Zhang

On CRAN:

accounting finance

5.81 score 20 stars 92 scripts 295 downloads 25 exports 36 dependencies

Last updated from:d43c10e6b5. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	153
source / vignettes	OK	206
linux-release-x86_64	OK	141
macos-release-arm64	OK	1131
macos-oldrel-arm64	OK	1659
windows-devel	OK	2809
windows-release	OK	2954
windows-oldrel	OK	85
wasm-release	OK	121

Exports:%>%auc confusion_stats duckdb_to_parquet form_deciles get_annc_dates get_event_cum_rets get_event_cum_rets_mth get_event_dates get_event_rets get_ff_ind get_got_data get_idd_periods get_me_breakpoints get_size_rets_monthly get_test_scores get_trading_dates load_parquet ndcg pg_to_parquet roc rusboost system_time truncate winsorize

Dependencies:bit bit64 blob cli clipr cpp11 crayon DBI dbplyr dplyr generics glue hms lifecycle lubridate magrittr pillar pkgconfig prettyunits progress purrr R6 readr rlang rpart stringi stringr tibble tidyr tidyselect timechange tzdb utf8 vctrs vroom withr

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
AAER dates from SEC	aaer_dates
AAERs from Bao et al. (2020)	aaer_firm_year
Dates for Apple Events	apple_events
Area under curve	auc
Australian bank fundamental data	aus_bank_funds
Australian bank stock market data	aus_bank_rets
Australian banks	aus_banks
Firm-years in RDD analysis of Bloomfield (2021)	bloomfield_2021
Tags on StackOverflow	by_tag_year
Camp attendance	camp_attendance
Data for CMSW	cmsw_2018
Data on accruals and auditor choice	comp
Confusion statistics.	confusion_stats
Export a DuckDB-backed lazy table to Parquet via COPY	duckdb_to_parquet
Firm-years for replication of Fang, Huang and Karpoff (2016)	fhk_firm_years
Treatment indicators for SHO pilot firms	fhk_pilot
Form deciles	form_deciles
Produce a table mapping announcements to trading dates	get_annc_dates
Produce a table of cumulative event returns	get_event_cum_rets
Produce a table of cumulative event returns using monthly data	get_event_cum_rets_mth
Produce a table mapping announcements to trading dates	get_event_dates
Produce a table of event returns	get_event_rets
Fetch Fama-French industry grouping.	get_ff_ind
Generate simulated data as described in Gow, Ormazabal and Taylor (2010).	get_got_data
Period for Inevitable Disclosure Doctrine (IDD)	get_idd_periods
Create a table of with cut-offs for size portfolios	get_me_breakpoints
Create a table of monthly returns for size portfolios	get_size_rets_monthly
A function returning data on test_scores	get_test_scores
Produce a table mapping dates on CRSP to "trading days"	get_trading_dates
GVKEY-CIK links	gvkey_ciks
Dates for Inevitable Disclosure Doctrine (IDD)	idd_dates
Data on public float	iliev_2010
GVKEYs used in Li, Lin and Zhang (2018).	llz_2018
Function to load parquet file into database.	load_parquet
Data on firms suffering natural disasters	michels_2017
Calculate metric: NDCG at k	ndcg
Save WRDS table as parquet file.	pg_to_parquet
A function returning data for a ROC plot.	roc
Random under-sampling function	rus
RUSBoost for two-class problems	rusboost
Russell 3000 stocks at time of SEC Reg SHO sample formation	sho_r3000
Russell 3000 sample used by SEC with GVKEYs	sho_r3000_gvkeys
Russell 3000 sample used by SEC	sho_r3000_sample
Tickers of pilot firms for Reg SHO	sho_tickers
Data on firm headquarters based on SEC EDGAR filings	state_hq
Version of 'system.time()' that works with assignment	system_time
Test scores	test_scores
Truncate a vector.	truncate
Customer names that represent non-disclosures	undisclosed_names
Winsorize a vector	winsorize
Event dates from Zhang (2007)	zhang_2007_events
Event windows from Zhang (2007)	zhang_2007_windows